Longitudinal-Data/Panel-Data Reference Manual

This manual includes features that are part of StataNow™.

Publisher: Stata Press
Copyright: 2025
ISBN-13: 978-1-59718-450-2
Pages: 698

Suggested citation:
StataCorp. 2025. Stata 19 Longitudinal-Data/Panel-Data Reference Manual. College Station, TX: Stata Press.


Table of contents
Intro Introduction to longitudinal-data/panel-data manual
xt Introduction to xt commands
 
quadchk Check sensitivity of quadrature approximation
 
vce_options Variance estimators
 
xtabond Arellano–Bond linear dynamic panel-data estimation
xtabond postestimation Postestimation tools for xtabond
 
xtcloglog Random-effects and population-averaged cloglog models
xtcloglog postestimation Postestimation tools for xtcloglog
 
xtcointtest Panel-data cointegration tests
 
xtdata Faster specification searches with xt data
 
xtdescribe Describe pattern of xt data
 
xtdidregress Fixed-effects difference-in-differences estimation
 
xtdpd Linear dynamic panel-data estimation
xtdpd postestimation Postestimation tools for xtdpd
 
xtdpdsys Arellano–Bover/Blundell–Bond linear dynamic panel-data estimation
xtdpdsys postestimation Postestimation tools for xtdpdsys
 
xteintreg Extended random-effects interval regression
xteoprobit Extended random-effects ordered probit regression
xteprobit Extended random-effects probit regression
xteregress Extended random-effects linear regression
 
xtfrontier Stochastic frontier models for panel data
xtfrontier postestimation Postestimation tools for xtfrontier
 
xtgee GEE population-averaged panel-data models
xtgee postestimation Postestimation tools for xtgee
 
xtgls GLS linear model with heteroskedastic and correlated errors StataNow
xtgls postestimation Postestimation tools for xtgls
 
xthdidregress Heterogeneous difference in differences for panel data
 
xtheckman Random-effects regression with sample selection
xtheckman postestimation Postestimation tools for xtheckman
 
xthtaylor Hausman–Taylor estimator for error-components model
xthtaylor postestimation Postestimation tools for xthtaylor
 
xtintreg Random-effects interval-data regression model
xtintreg postestimation Postestimation tools for xtintreg
 
xtivreg Instrumental variables and two-stage least squares for panel-data models
xtivreg postestimation Postestimation tools for xtivreg
 
xtline Panel-data line plots
 
xtlogit Fixed-effects, random-effects, and population-averaged logit models
xtlogit postestimation Postestimation tools for xtlogit
 
xtmlogit Fixed-effects and random-effects multinomial logit models
xtmlogit postestimation Postestimation tools for xtmlogit
 
xtnbreg Fixed-effects, random-effects, and population-averaged negative binomial models
xtnbreg postestimation Postestimation tools for xtnbreg
 
xtologit Random-effects ordered logistic model
xtologit postestimation Postestimation tools for xtologit
 
xtoprobit Random-effects ordered probit model
xtoprobit postestimation Postestimation tools for xtoprobit
 
xtpcse Linear regression with panel-corrected standard errors
xtpcse postestimation Postestimation tools for xtpcse
 
xtpoisson Fixed-effects, random-effects, and population-averaged Poisson models
xtpoisson postestimation Postestimation tools for xtpoisson
 
xtprobit Random-effects and population-averaged probit models
xtprobit postestimation Postestimation tools for xtprobit
 
xtrc Random-coefficients model
xtrc postestimation Postestimation tools for xtrc
 
xtreg Linear models for panel data StataNow
xtreg postestimation Postestimation tools for xtreg
 
xtregar Fixed- and random-effects linear models with an AR(1) disturbance
xtregar postestimation Postestimation tools for xtregar
 
xtset Declare data to be panel data
 
xtstreg Random-effects parametric survival models
xtstreg postestimation Postestimation tools for xtstreg
 
xtsum Summarize xt data
 
xttab Tabulate xt data
 
xttobit Random-effects tobit model
xttobit postestimation Postestimation tools for xttobit
 
xtunitroot Panel-data unit-root tests
 
xtvar Panel-data vector autoregressive models
xtvar postestimation Postestimation tools for xtvar
 
Glossary
 
Combined author index
Combined subject index