Familiar with panel data estimation methods?

Question

Is anybody familiar with panel data estimation methods? I have my data ready to run the analysis (a multiple regression) but am not too sure how to proceed.

Also, does anybody use STATA or SAS or PC GIVE for their econometric analyses? SPSS is suitable for handling panel data.

Please email me if possible. Thanks.

Answer 1

Have a look at the following web pages:

http://dss.princeton.edu/online_help/ana...

http://www.nyu.edu/its/pubs/connect/fall...

While all of the programs you've listed can handle panel data, I would recommend that you use STATA for your econometric analysis: It is easier to learn. You can find STATA resources here:

http://www.ats.ucla.edu/stat/stata/

Web books that might be helpful are available here:

http://www.ats.ucla.edu/stat/stata/webbo...