Stata Panel Data -

The variance of the error term differs across entities.

Note: In Stata's xtreg , typing vce(robust) automatically defaults to clustered standard errors by panel variable. stata panel data

Stata will report whether the panel is (all units observed at all times) or unbalanced (missing time periods for some units). Stata's algorithms automatically accommodate unbalanced structures. Step 3: Visualizing the Data The variance of the error term differs across entities

Note: Always use clustered standard errors at the panel ID level to account for serial correlation. Fixed Effects (FE) stata panel data

Many outcomes are not continuous. Stata provides:

Before estimation, visualize and describe the data to identify trends and potential issues.