Pooled OLS, Fixed Effect, Random Effect Model in Stata Part 2
in part 1 we discussed the theoretical aspect of Panel data analysis. In this video, we look into how to apply pooled OLS, Fixed effect using dummy variable, and random effect in Stata. We also discuss how to choose between pooled ols and random effect using Breusch Pagan test and choose between random effect and fixed effect using Hausman test.
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The following link contains more information on this topic:
https://thedatahall.com/panel-data-an...
00:00 Introduction to Video
1:40 Pooled OLS Model
2:19 Fixed Effect Model (Manual)
5:51 Fixed Effect Model using Xtreg
8:38 Fixed Effect With time invariant regressor
9:50 Random Effect Model
10:09 Breusch Pagan test
12:00 Hausman Test
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