Introduction to longitudinal data analysis with stata panel 介绍了纵向数据分析STATA面板.pptVIP

CIQLE Workshop: Introduction to longitudinal data analysis with stata panel models and event history analysisSilke Aisenbrey, Yale University possible break Panel data: Janet: Basics of panel regression models cross sectional vs. panel analysesopen panelex1.dtaignore the fact that we have repeated measures: Fixed effects exercise: separate regression for each unit and then average it: Fixed effects-define data set as panel data tsset id t-regression with fixed effects command xtreg income chldrn, fe Between effects modelAnswers the question: What is the effect of x when x is different (changes) between persons: Person A has “on the average” three children and Person B has “on the average” five children, what effect has this difference on their income? In the between effects model we model the mean response, where the means are calculated for each of the units.Information used: cross-sectional information (between subjects)Variance analyzed: between varianceTime variant and time invariant variables Between effects  Random effects model: Assumption: no difference between the two answers to the questions:1) what is the effect of x when x changes within the person:  Person A has two children at first point of time and three children at second, what effect does this change have on their income?2) what is the effect of x when x is different (changes) between persons:  Person A has two children and Person B has three children children, what effect does this difference have on their income? Information used: panel and cross-sectional (between and within subjects)Variance analyzed: between variance and within varianceTime variant and time invariant variables Random effects model: -matrix-weighted average of the fixed and the between estimates.  -assumes b1 has the same effect in the cross section as in the  time-series -requires that individual error terms treated as random variables and fo