Stata Panel Data Jun 2026

Regresses unit means against each other. Rarely used alone.

To test for serial correlation in the residuals, use the Wooldridge test (requires xtserial ): xtserial gdp investment unemployment Use code with caution. The Solution: Robust and Clustered Standard Errors stata panel data

After declaring the panel, Stata will remember this structure. If you've previously set the data for time-series using tsset , xtset will recognize it. Regresses unit means against each other

* Pooled OLS (with clustering) regress wage union experience i.year, vce(cluster id) stata panel data

This paper provides a complete, ready-to-use guide for conducting panel data analysis in Stata. You can adapt the empirical example to your own dataset.

reg D.ln_wage D.hours D.age D.tenure, vce(cluster idcode)