Panel ma'lumotlar β bir xil ob'ektlarni bir necha davr bo'yicha kuzatish.
Panel ma'lumotni e'lon qilish
* id β ob'ekt identifikatori, t β vaqt
xtset firma_id yil
* Tekshirish
xtdescribe
xtsum daromad yosh
Pooled OLS
regress daromad ta_lim yosh i.yil
Fixed Effects (FE)
Ob'ekt o'ziga xos ta'sirlarni nazorat qiladi:
xtreg daromad ta_lim yosh, fe
* Yil dummies bilan
xtreg daromad ta_lim yosh i.yil, fe
Random Effects (RE)
xtreg daromad ta_lim yosh, re
Hausman testi β FE yoki RE?
xtreg daromad ta_lim yosh, fe
estimates store fixed
xtreg daromad ta_lim yosh, re
estimates store random
hausman fixed random
- p < 0.05: FE ni tanlang
- p > 0.05: RE ishlatsa bo'ladi
Dinamik panel (Arellano-Bond)
xtabond daromad ta_lim yosh, lags(1)
xtdpdsys daromad ta_lim yosh, lags(1)
Klaster standart xatolar
xtreg daromad ta_lim yosh, fe vce(cluster firma_id)