Stata Panel Data Exclusive - |link|

Introduction

Mastering Panel Data in Stata: A Comprehensive Guide Panel data (also known as longitudinal data) tracks the same entities—such as individuals, firms, or countries—over multiple time periods. This structure allows researchers to control for unobserved variables that are constant over time but vary across entities, making it a powerful tool for causal inference. 1. Setting Up Your Data

• ssc install reghdfe
• reghdfe y x1 x2, absorb(id year) vce(cluster id)

Step 1: Baseline reghdfe y x1 x2, absorb(firm year) vce(cluster firm) stata panel data exclusive