Estimation techniques for panel data analysis
a2reg
Two way fixed effects regression as fast as possible.
Type “ssc install a2reg” on the Stata command line.
You can cite the program using this BibTeX fragment (just copy and paste in your favorite BibTeX editor).
xtlreg
Include all fixed effects, including past 2-way fixed effects.
Estimates dynamic panel data regressions using maximum likelihood techniques.
Send me an email at amine.ouazad at insead.edu.
egen extensions for Stata users studying peer effects & segregation
peers
An extension for egen that computes the mean of peers’ characteristics.
Type “ssc install _gpeers” on the Stata command line.
dissimilarity
download
An extension for egen that computes the dissimilarity index of segregation.
isolation
download
An extension for egen that computes the isolation index of segregation.
