Cross Sectional Data Stata

Xtcdf varlist cd test boils down to verifying whether sum of correlations between panel units is equal to zero test strongly indicates calorie intake is correlated across individuals this is not the rst command to perform the cd test but.
Cross sectional data stata. Basic panel data commands in stata panel data refers to data that follows a cross section over time for example a sample of individuals surveyed repeatedly for a number of years or data for all 50 states for all census years. A brief description of the file structure of stata is discussed. 675 701 fr test statistic the statistic proposed by frees journal.
As with all other stata cross sectional time series xt commands the data need to be tsset bef or e y ou u se xtcsd. Stata fits multilevel mixed effects generalized linear models glms with meglm. Glms for cross sectional data have been a workhorse of statistics because of their flexibility and ease of use.
The single equation linear model and ols estimation stata textbook examples. Stata s xtgee command extends glms to the use of longitudinal panel data by the method of generalized estimating equations. Cross sectional dependence xtcdf xtdvdf didn t have the same ring to it syntax.
It is essential that you read through this section before starting the cross sectional tutorial. The data files used for the examples in this text can be downloaded in a zip file from the stata web site. 484 testing for cross sectional dependence exhibits substantial size distortions 3 thus there is clearly a need for testing for cross sectional dependence in stata when n is large and t is small the most commonly encountered situation in panels.
You can then use a program such as zip to unzip the data files. This article describes a new stata routine xtcsd to test for the presence of cross sectional dependence in panels with many cross sectional units and few time series observations the command executes three different testing procedures namely friedman s journal of the american statistical association 32. This section introduces the basic concept of levels of data the notion of cross sectional analysis and consequently the methods of data organization.
Reshape there are many ways to organize panel data. Econometric analysis of cross section and panel data by jeffrey m.