stata面板数据分析

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1、PanelDataAnalysisFixed&RandomEffects(ver.3.0)OscarTorres-ReynaDataConsultantotorres@princeton.eduhttp://dss.princeton.edu/training/PU/DSS/OTRIntroPaneldata(alsoknownascountryyearYX1X2X3longitudinalorcross-sectionaltime-seriesdata)120006.07.85.81.3isadatasetinwhichthe1200

2、14.60.67.97.8behaviorofentitiesareobservedacrosstime.120029.42.15.41.1220009.11.36.74.1Theseentitiescouldbestates,companies,220018.30.96.65.0individuals,countries,etc.220020.69.80.47.2320009.10.22.66.4320014.85.93.26.4Oneexampleofpaneldata320029.15.26.92.12PU/DSS/OTRIntr

3、oPaneldataallowsyoutocontrolforvariablesyoucannotobserveormeasurelikeculturalfactors(whencomparingcountriesorstateswithinacountry–i.e.Utahvs.NewYork)ordifferenceinbusinesspracticesacrosscompanies.Paneldataalsohelptocontrolforunobservablevariablesthatchangeovertimebutnota

4、crossentities(i.e.nationalpolicies,federalregulations,internationalagreements,etc.)Withpaneldatayoucanincludevariablesatdifferentlevelsofanalysis(i.e.students,schools,districts,states)suitableformultilevelorhierarchicalmodeling.Note:Foracomprehensivelistofadvantagesanddi

5、sadvantagesofpaneldataseeBaltagi,Econometric3AnalysisofPanelData.PU/DSS/OTRusehttp://dss.princeton.edu/training/Panel101.dtaIntroxtsetcountryyearxtlineyABC1.000e+1005.000e+09-5.000e+09-1.000e+10DEF1.000e+100y5.000e+09-5.000e+09199019952000199019952000-1.000e+10G1.000e+10

6、05.000e+09-5.000e+09199019952000-1.000e+10yearGraphsbycountry4PU/DSS/OTRIntroxtliney,overlay1.000e+15.000e+09y0-5.000e+09199019921994199619982000-1.000e+10yearABCDEFG5PU/DSS/OTRIntroInthisdocumentwefocusontwotechniquesusetoanalyzepaneldata:–Fixedeffects–Randomeffects6PU/

7、DSS/OTRFixedeffectsFixed-effects(FE)exploretherelationshipbetweenpredictorandoutcomevariableswithinanentity(country,person,company,etc.).Eachentityhasitsownindividualcharacteristicsthatmayormaynotinfluencethepredictorvariables(forexamplebeingamaleorfemalecouldinfluenceth

8、eopiniontowardcertainissueorthepoliticalsystemofaparticularcountrycouldhavesomeeffectontradeorGDPortheb