From the course: Advanced and Specialized Statistics with Stata
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Panel data dynamics - Stata Tutorial
From the course: Advanced and Specialized Statistics with Stata
Panel data dynamics
- [Instructor] Let's talk about the unique feature of panel data, panel data is a time component that measures variables repeatedly. This allows us to explore dynamics and investigate what happens before or after an event. In other words, we can pose questions that aren't just, how is marriage related to happiness? Or we can ask more nuanced questions such as, how does marriage affect happiness today, tomorrow or 10 years from now? To operationalize such questions, we need to use something called time-series operators. Time-series operators allow us to manipulate the time component of our data. Stata has four different type of time-series operators. The most common type are the lag and lead operators. We can ask Stata to create a lag by adding an L dot prefix to a variable, we can also insert a number after the L, indicating what kind of lag length we want. So, by typing L one as a prefix to a variable, we will tell Stata…
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Setting up panel data4m 13s
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Setting up panel data demo3m 40s
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Panel data descriptives3m 16s
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Panel data descriptives demo5m 52s
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Panel data dynamics3m 34s
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Panel data dynamics demo5m 52s
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Linear panel estimators5m 53s
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Linear panel estimators demo5m 15s
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Random or fixed effects2m 20s
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The Hausman test demo2m 14s
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Nonlinear panel data estimators2m 27s
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Nonlinear panel data estimators demo5m 18s
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Challenge: Panel data modeling50s
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Solution: Panel data modeling6m 47s
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