Stata da panel ma'lumotlar tahlili

Panel ma'lumotlar — bir necha shaxslar bir necha yil kuzatilgan ma'lumotlar.

Panel ma'lumotni sozlash

* Panelni e'lon qilish
xtset id yil

* Har yillik
xtset id yil, yearly

* Tekshirish
xtdescribe
xtsum maosh yosh ta'lim_yil

Tasviriy statistika

* Panel statistikasi
xtsum maosh

* Between — shaxslar o'rtasidagi farq
* Within — bir shaxs vaqt bo'yicha farqi

* Korrelyatsiya
xtcorr maosh yosh ta'lim_yil

Pooled OLS (Naiv)

regress maosh yosh ta'lim_yil i.yil, cluster(id)

Fixed Effects (FE)

* Shaxs effekti bilan
xtreg maosh yosh ta'lim_yil, fe

* Vaqt effekti ham qo'shib
xtreg maosh yosh ta'lim_yil i.yil, fe

* Yana bir usul
areg maosh yosh ta'lim_yil i.yil, absorb(id) cluster(id)

Random Effects (RE)

xtreg maosh yosh ta'lim_yil, re

* RE uchun kuchli usul
xtreg maosh yosh ta'lim_yil, re vce(robust)

Hausman Testi: FE yoki RE?

xtreg maosh yosh ta'lim_yil, fe
estimates store fe_model

xtreg maosh yosh ta'lim_yil, re
estimates store re_model

hausman fe_model re_model

* Agar p < 0.05: FE yaxshiroq (endogenlik bor)
* Agar p > 0.05: RE yaxshiroq (samaraliroq)

Dinamik Panel (Arellano-Bond)

xtabond2 maosh L.maosh yosh ta'lim_yil, ///
    gmm(L.maosh, lag(2 4)) ///
    iv(yosh ta'lim_yil) ///
    twostep small robust

Unbalanced panel

* Qancha kuzatuv bor
xtdescribe

* To'liq bo'lmagan panelni tekshirish
xtsum

* Balansli panelga aylantirish
xtbalance, range(2020 2024)