Linear Regression Models for Panel Data Using SAS, Stata, LIMDEP, and SPSS
Fall 2008
For the latest revision, see the pdf format.
Table of Contents
- Introduction
- 1.1 Data Arrangement
- 1.2 Fixed Effect versus Random Effect Models
- 1.3 Estimation and Software Issues
- Least Squares Dummy Variable Regression
- Panel Data Models
- The Fixed Group Effect Model
- The Fixed Time Effect Model
- The Fixed Group and Time Effect Model
- Random Effect Models
- Poolability Test
- Conclusion
- Appendix (Data Sets)
- References
This document summarizes linear regression models for panel data and illustrates how to estimate each model using SAS 9.1, Stata 10.0,
LIMDEP 9.0, and SPSS 16.0. This document does not address nonlinear models (i.e., logit and probit models), but focuses on linear
regression models.
The citation of this document should read: "Park, Hun Myoung. 2008. Linear
Regression Models for Panel Data Using SAS, Stata, LIMDEP, and SPSS. Technical Working Paper. The University Information Technology
Services (UITS) Center for Statistical and Mathematical Computing, Indiana University."
