Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Tunga Kantarcı <tungakantarci@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Using the regress command with panel data |
Date | Fri, 18 Mar 2011 19:04:07 +0100 |
Hello, I have data in panel format and I declared it as a a panel. All fine. I am carrying out a fixed effect regression to overcome the endogeneity problem (due to simultaneity) I have in my model. In fact, to demonstrate that I have the endogeneity problem, I wanted to compare the estimates from a plain OLS regression (regress y x) to the estimates from the fixed effects regression (xtreg y x, fe). To carry out the OLS regression, I simply run the command "regress y x". My question is: If I use the plain "regress y x" command to get the plain OLS estimates using the panel data I have, will that regression be correct? Will Stata treat my panel data as pooled cross sections? Or do I need to instruct Stata with a special command to run the plain OLS using my panel data? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/