Panel Data: Stata

xtabond wage experience union, lags(1) maxldep(2) Or the more flexible xtdpdgmm :

reshape long wage exp, i(id) j(year) gen wage_lag1 = L.wage // previous period gen wage_lead1 = F.wage // next period gen wage_diff = D.wage // change from t-1 to t These require xtset first. Collapsing Panels – When to Aggregate Sometimes you need panel means: stata panel data

eststo: xtreg wage experience union i.year, fe eststo: xtreg wage experience union i.year, re esttab using panel_results.rtf, replace mtitles("FE" "RE") se For interpretation, compute marginal effects: xtabond wage experience union, lags(1) maxldep(2) Or the