Stata Panel Data Exclusive [ FHD · 360p ]

– Save this as your master script:

// Within deviation gen y_within = y - mean_y gen x_within = x - mean_x stata panel data exclusive

| Mistake | Correct | |---------|---------| | Using reg without clustering | xtreg, fe robust or reg, vce(cluster id) | | Including time-invariant vars in FE | Dropped automatically – use RE or hybrid | | Hausman with non-spherical errors | Use xtoverid after RE | | Ignoring serial correlation | Use xtreg, fe with lagged DV or xtserial | | GMM with too many instruments | Collapse instruments: collapse option in xtabond2 (external) | – Save this as your master script: //