Panel Data Models (Pooled OLS, FE, RE, LSDVs) in STATA

This video goes through how to implement the fixed effects, random effects, least squares dummy variables, and pooled OLS in STATA. We also show how to compare different models and determine which one is the most apt.

Created by Justin S. Eloriaga

[xixiai]

Thank you so much! It really took me a long time to get your channel and find out your amazing tutorials.

[yodaisawart]

U so clutch man, uploaded this the day of my test.

[simojl]

thank you man you just saved a life here

[clarajoanjoachim]

Thank you very much the videos sir, you helped so much with your previous videos as well. :D

[muhammadikram]

Great video man, keep up the good work!

[sangitachaudhary]

hello sir thank you for this detail video it helps a lot i have a question regarding estimating the fe and re and my fe coefficient is higher in number in (lakh )is it acceptable ? is it because of the data ?
kindly provide your guidance. really need you help sir !

[cheptooM]

could you please put the link to download the dataset directly

[economics]

Justin, do you something about the Stochastic frontier analysis for Panel data?

I want to make you a question about this issue

[jeanireneeakimana]

Thank you for your video but I have a question on testing the cross-sectional dependence for N<T, do we use xttest2 or xtcsd? or in case of N<T we move on xtgls? thank you

[rabiakhalid]

Can you please send the video link covering the basics of LSDV, Pooled OLS, fixed effect, random effect? Thanks

[rationalmind]

i had entered manually id for my panel data in excel but Stata display message that the variable id did not found.

[pamelaferroni]

How do you interpret the dummies in the LSDV3 specification for fixed effects?

[aniksaha]

While doing PMG ARDL, this output cam out "Hessian has become unstable or asymmetric"
What to do?