{smcl} {hline} {cmd:help: {helpb xtidt}}{space 55} {cmd:dialog:} {bf:{dialog xtidt}} {hline} {bf:{err:{dlgtab:Title}}} {bf: xtidt: Create Identification Panel Data Variables} {bf:{err:{dlgtab:Syntax}}} {p 8 16 2} {opt xtidt} {ifin} , {opt id(#)} {opt t(#)} {opt year(varname)} {opt panel(varname)}{p_end} {p 35 8 2} [ {opt time(varname)} {opt dumcs(prefix)} {opt dumts(prefix)} {opt list} ]{p_end} {bf:{err:{dlgtab:Options}}} {synoptset 20 tabbed}{...} {col 7}{opt id(#)}{col 30}Number of Cross Sections {col 7}{opt t(#)}{col 30}Number of Years {col 7}{opt panel(varname)}{col 30}Name of ID Cross Sections variable {col 7}{opt year(varname)}{col 30}Name of ID years variable {col 7}{opt time(varname)}{col 30}Time Trend variable {col 7}{opt dumcs(new_varlist)}{col 30}Cross Section Dummy Variables (Prefix name) {col 7}{opt dumts(new_varlist)}{col 30}Time Series Dummy Variables (Prefix name) {col 7}{opt list}{col 30}Display Panel and Time ID Variables {bf:{err:{dlgtab:Description}}} {p 2 2 2}{cmd:xtidt} Create Identification Panel Data Variables for using in {helpb xtreg} regression.{p_end} {bf:{err:{dlgtab:Examples}}} {stata clear all} {stata db xtidt} {stata xtidt , id(2) t(3) panel(id) year(year) time(time) list} {stata xtidt , id(2) t(4) panel(id) year(year) time(time) list} {stata xtidt , id(3) t(4) panel(id) year(year) time(time) list} {stata xtidt , id(4) t(3) panel(id) year(year) time(time) list} {stata xtidt , id(3) t(5) panel(id) year(year) time(time) list} {stata xtidt , id(3) t(5) panel(id) year(year) time(time) dumcs(Cs) dumts(Ts) list} {stata list id year time Cs1 Cs2 Cs3 Ts1 Ts2 Ts3 Ts4 Ts5} {stata xtset id year} {stata list} +------------------------------------------------------------------+ | id year time Cs1 Cs2 Cs3 Ts1 Ts2 Ts3 Ts4 Ts5 | |------------------------------------------------------------------| 1. | 1 1 1 {bf:{red:1}} 0 0 {bf:{red:1}} 0 0 0 0 | 2. | 1 2 2 {bf:{red:1}} 0 0 0 {bf:{red:1}} 0 0 0 | 3. | 1 3 3 {bf:{red:1}} 0 0 0 0 {bf:{red:1}} 0 0 | 4. | 1 4 4 {bf:{red:1}} 0 0 0 0 0 {bf:{red:1}} 0 | 5. | 1 5 5 {bf:{red:1}} 0 0 0 0 0 0 {bf:{red:1}} | |------------------------------------------------------------------| 6. | 2 1 6 0 {bf:{red:1}} 0 {bf:{red:1}} 0 0 0 0 | 7. | 2 2 7 0 {bf:{red:1}} 0 0 {bf:{red:1}} 0 0 0 | 8. | 2 3 8 0 {bf:{red:1}} 0 0 0 {bf:{red:1}} 0 0 | 9. | 2 4 9 0 {bf:{red:1}} 0 0 0 0 {bf:{red:1}} 0 | 10. | 2 5 10 0 {bf:{red:1}} 0 0 0 0 0 {bf:{red:1}} | |------------------------------------------------------------------| 11. | 3 1 11 0 0 {bf:{red:1}} {bf:{red:1}} 0 0 0 0 | 12. | 3 2 12 0 0 {bf:{red:1}} 0 {bf:{red:1}} 0 0 0 | 13. | 3 3 13 0 0 {bf:{red:1}} 0 0 {bf:{red:1}} 0 0 | 14. | 3 4 14 0 0 {bf:{red:1}} 0 0 0 {bf:{red:1}} 0 | 15. | 3 5 15 0 0 {bf:{red:1}} 0 0 0 0 {bf:{red:1}} | +------------------------------------------------------------------+ This example is taken from: {p 4 8 2}Greene, William (2012) {cmd: "Econometric Analysis",} {it:7th ed., Prentice Hall Publishing Company Inc., New York, USA.}; 368-377. {stata clear all} {stata sysuse xtidt.dta , clear} {stata xtidt, t(7) id(595) year(t) panel(id)} {stata xtreg lwage exp exp2 wks occ ind south smsa ms union ed fem blk , re} {stata xtreg lwage exp exp2 wks occ ind south smsa ms union ed fem blk , fe} {stata xtreg lwage exp exp2 wks occ ind south smsa ms union , fe} {stata est store LM_Fixed} {stata xtreg lwage exp exp2 wks occ ind south smsa ms union , re} {stata hausman LM_Fixed} {stata xttest0} {bf:{err:{dlgtab:Acknowledgments}}} I would like to thank Professor Christopher F Baum, for his help during design this module. {bf:{err:{dlgtab:Author}}} {hi:Emad Abd Elmessih Shehata} {hi:Assistant Professor} {hi:Agricultural Research Center - Agricultural Economics Research Institute - Egypt} {hi:Email: {browse "mailto:emadstat@hotmail.com":emadstat@hotmail.com}} {hi:WebPage:{col 27}{browse "http://emadstat.110mb.com/stata.htm"}} {hi:WebPage at IDEAS:{col 27}{browse "http://ideas.repec.org/f/psh494.html"}} {hi:WebPage at EconPapers:{col 27}{browse "http://econpapers.repec.org/RAS/psh494.htm"}} {browse "http://econpapers.repec.org/software/bocbocode/S457363.htm"} {browse "http://ideas.repec.org/c/boc/bocode/s457363.html"} {bf:{err:{dlgtab:xtidt Citation}}} {phang}Shehata, Emad Abd Elmessih (2011){p_end} {phang}{cmd: "XTIDT: Stata Module to Create Identification Panel Data Variables"}{p_end} {psee} {p_end}