help: xtidt dialog:

Title

xtidt: Create Identification Panel Data Variables

Syntax

xtidt [if] [in] , id(#) t(#) year(varname) panel(varname)

[ time(varname) dumcs(prefix) dumts(prefix) list ]

Options

id(#) Number of Cross Sections

t(#) Number of Years

panel(varname) Name of ID Cross Sections variable

year(varname) Name of ID years variable

time(varname) Time Trend variable

dumcs(new_varlist) Cross Section Dummy Variables (Prefix name)

dumts(new_varlist) Time Series Dummy Variables (Prefix name)

list Display Panel and Time ID Variables

Description

xtidt Create Identification Panel Data Variables for using in xtreg regression.

Examples

clear all

db xtidt

xtidt , id(2) t(3) panel(id) year(year) time(time) list

xtidt , id(2) t(4) panel(id) year(year) time(time) list

xtidt , id(3) t(4) panel(id) year(year) time(time) list

xtidt , id(4) t(3) panel(id) year(year) time(time) list

xtidt , id(3) t(5) panel(id) year(year) time(time) list

xtidt , id(3) t(5) panel(id) year(year) time(time) dumcs(Cs) dumts(Ts) list

list id year time Cs1 Cs2 Cs3 Ts1 Ts2 Ts3 Ts4 Ts5

xtset id year

list

+------------------------------------------------------------------+
| id year time Cs1 Cs2 Cs3 Ts1 Ts2 Ts3 Ts4 Ts5 |
|------------------------------------------------------------------|
1. | 1 1 1 1 0 0 1 0 0 0 0 |
2. | 1 2 2 1 0 0 0 1 0 0 0 |
3. | 1 3 3 1 0 0 0 0 1 0 0 |
4. | 1 4 4 1 0 0 0 0 0 1 0 |
5. | 1 5 5 1 0 0 0 0 0 0 1 |
|------------------------------------------------------------------|
6. | 2 1 6 0 1 0 1 0 0 0 0 |
7. | 2 2 7 0 1 0 0 1 0 0 0 |
8. | 2 3 8 0 1 0 0 0 1 0 0 |
9. | 2 4 9 0 1 0 0 0 0 1 0 |
10. | 2 5 10 0 1 0 0 0 0 0 1 |
|------------------------------------------------------------------|
11. | 3 1 11 0 0 1 1 0 0 0 0 |
12. | 3 2 12 0 0 1 0 1 0 0 0 |
13. | 3 3 13 0 0 1 0 0 1 0 0 |
14. | 3 4 14 0 0 1 0 0 0 1 0 |
15. | 3 5 15 0 0 1 0 0 0 0 1 |
+------------------------------------------------------------------+

This example is taken from:

Greene, William (2012) "Econometric Analysis", 7th ed., Prentice Hall Publishing Company Inc., New York, USA.; 368-377.

clear all

sysuse xtidt.dta , clear

xtidt, t(7) id(595) year(t) panel(id)

xtreg lwage exp exp2 wks occ ind south smsa ms union ed fem blk , re
xtreg lwage exp exp2 wks occ ind south smsa ms union ed fem blk , fe

xtreg lwage exp exp2 wks occ ind south smsa ms union , fe
est store LM_Fixed

xtreg lwage exp exp2 wks occ ind south smsa ms union , re
hausman LM_Fixed

xttest0

Acknowledgments

I would like to thank Professor Christopher F Baum, for his help during design this module.

Author

Emad Abd Elmessih Shehata
Assistant Professor
Agricultural Research Center - Agricultural Economics Research Institute - Egypt
Email: emadstat@hotmail.com
WebPage: http://emadstat.110mb.com/stata.htm
WebPage at IDEAS: http://ideas.repec.org/f/psh494.html
WebPage at EconPapers: http://econpapers.repec.org/RAS/psh494.htm

http://econpapers.repec.org/software/bocbocode/S457363.htm

http://ideas.repec.org/c/boc/bocode/s457363.html

xtidt Citation

Shehata, Emad Abd Elmessih (2011)

"XTIDT: Stata Module to Create Identification Panel Data Variables"