Data: Stata Panel

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

margins, dydx(experience) at(union=(0 1)) Use asdoc to send results directly to Word: 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

Here, country_id is the panel variable, and year is the time variable. The single most important step in Stata panel data analysis is declaring your data structure using xtset . This command tells Stata which variable identifies the panels and which identifies the time dimension. Basic Syntax xtset panelvar timevar For our example: Basic Syntax xtset panelvar timevar For our example:

xtreg wage experience union i.year, fe Already done above via i.year . This removes time trends common to all panels. When lagged dependent variables matter (e.g., wage depends on prior wage), standard FE is biased. Use Arellano-Bond GMM:

asdoc xtreg wage experience union i.year, fe Question : Does joining a labor union increase wages, controlling for individual ability?