panel
Performs regression analysis on Panel Data. There are a multitude of options to select from to fit the needs of restrictions of the dataset.
Usage
panel -d DEPENDENT -i INDEPENDENT [-r {pols,re,bols,fe,fdols,POLS,RE,BOLS,FE,FDOLS}] [-e] [-t]
Parameters
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
dependent | -d --dependent | The dependent variable on the regression you would like to perform | None | False | None |
independent | -i --independent | The independent variables on the regression you would like to perform. E.g. wage_panel.married,wage_panel.union | None | False | None |
type | -r --regression | The type of regression you wish to perform. This can be either pols (Pooled OLS), re (Random Effects), bols (Between OLS), fe (Fixed Effects) or fdols (First Difference OLS) | pols | True | pols, re, bols, fe, fdols, POLS, RE, BOLS, FE, FDOLS |
entity_effects | -e --entity_effects | Using this command creates entity effects, which is equivalent to including dummies for each entity. This is only used within Fixed Effects estimations (when type is set to 'fe') | False | True | None |
time_effects | -t --time_effects | Using this command creates time effects, which is equivalent to including dummies for each time. This is only used within Fixed Effects estimations (when type is set to 'fe') | False | True | None |