This document provides an outline for tutorials on using STATA software to perform panel regressions. It discusses opening datasets, declaring time and ID variables, performing fixed effects and random effects regressions, conducting Hausman tests, and includes a challenge example adding additional independent variables to an existing panel regression model. The datasets used are based on examples from an econometrics textbook and can be downloaded from the STATA website. Additional tutorial topics on the website include data management, statistical analysis techniques, graphs, and time series analysis.

1. STATA: Data Analysis Software
STATA
Panel Regressions
www.STATA.org.uk
Step-by Step Screenshot Guides
to help you use STATA
Not affiliated with Stata Corp.

2. Datasets Used in Tutorial
– Datasets in these tutorials are based on examples in:
Stock and Watson (2006)
“Introduction to Econometrics”
– You can obtain all of the datasets used in these tutorials
by downloading a STATA command file from
http://www.stata.org.uk/download-examples.html

3. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

8. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

12. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

19. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

26. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

31. Outline
– Statistical Analysis
• Panel Regressions
– Open Dataset
– Declare Time and ID Variables
– Fixed Effects Regression
– Random Effects Regression
– Hausman Test
– Challenge

32. Panel Regression: Challenge
Challenge
– Estimate panel using beertax, mlda and vmiles
Method
– Repeat panel regression by editing do-file
– Add mlda and vmiles as independent variables
– Estimate fixed effects and store
– Estimate random effects and store
– Conduct Hausman test

37. www.STATA.org.uk
– If you visit www.STATA.org.uk you can download
tutorials on these other topics:
Data Management Statistical Analysis
Importing Data Summary Statistics
Graphs Linear Regressions
Presenting Output Panel Regressions
Merge or Drop Data Time Series Analysis
Instrumental Variables
Probit Analysis