Fixed- and random-effects models
- linear model with panel-level effects and i.i.d. errors
- linear model with panel-level effects and AR(1) errors
- GLS and ML estimators
- robust and cluster-robust standard errors
Tests
- Hausman specification test
- Breusch and Pagan Lagrange multiplier test for random effects
Arellano–Bond linear, dynamic panel-data estimator
- one step, one-step robust, two step
- exogenously unbalanced panels
- opening, closing, and embedded gaps
- predetermined covariates
- full instrument list or pared-down version
Panel-corrected standard errors (PCSE) for linear cross-sectional models
Two-stage least-squares panel-data estimators
- between-2SLS estimator
- within-2SLS estimator
- Balestra–Varadharajan–Krishnakumar G2SLS estimator
- Baltagi EC2SLS estimator
- all with balanced or exogenously balanced panels
Stochastic frontier models
- time-invariant model
- time-varying decay model
- Battese–Coelli parameterization of time effects
- estimates of technical efficiency and inefficiency
Regressors correlated with individual-level effects
- Hausman–Taylor instrumental variable estimators
- Amemiya–MaCurdy instrumental variable estimators
|
|
Linear mixed, multilevel, and hierarchical models
GEE estimation of general linear models (GLMs)
- 6 distribution families
- 9 links
- 7 correlation structures
- specific models include:
- probit model with panel-correlation structure
- Poisson model with panel-correlation structure
Summary statistics and tabulations
- statistics within and between panels
- pattern of panel participation
Random-effects regression for binary and count-dependent variables
- interval regression
- tobit
- probit
- logistic regression
- complementary log-log regression
- Poisson regression (Gaussian random-effects)
- Poisson regression (gamma random-effects)
- negative binomial regression
- linear parameter constraints
Conditional fixed-effects regression for binary and count-dependent variables
- logit regression
- Poisson regression
- negative binomial regression
Population-averaged regression
- complementary log-log regression
- logit regression
- negative binomial regression
- Poisson regression
- probit regression
- linear models regression
Swamy's random-coefficients regression
Panel-data line plots
- graphs by panel
- overlaid panels
|
