Linear Regression Models for Panel Data Using SAS,
STATA, LIMDEP, and SPSS
Hun Myoung Park
Linear Regression Models for Panel Data Using SAS, STATA, LIMDEP, and SPSS (PDF)
his 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.
1. Introduction
2. Least Squares Dummy Variable Regression
3. Panel Data Models
4. The Fixed Group Effect Model
5. The Fixed Time Effect Model
6. The Fixed Group and Time Effect Model
7. Random Effect Models
8. The Poolability Test
9. Conclusion
[此贴子已经被作者于2007-6-7 5:21:55编辑过]
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