Linear Regression Models for Panel Data Using SAS, STATA, LIMDEP, and SPSS
Winter 2005
- 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
- References
This document summarizes linear regression models for panel data and illustrates how to estimate each model using SAS 9.1, STATA 9.0, LIMDEP 8.0, and SPSS 13.0. This document does not address nonlinear models (i.e., logit and probit models), but focuses on linear regression models.



