This is the best lecture I have taken about the Fixed effect. You are better than any other econometrics professors I have met. Thank you so much for your crystal clear explanations.
Awesome , powerful, thanks so much for making this so easy. Please can you do a video on random effect? and how to handle moderation variables in panel data? Thank you
Great suggestion! For random-effect model, you can see ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-LyStHkmt2lA.html or ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-frh9WMuXXpU.html For moderation variables in panel data, for instant, please see stats.oarc.ucla.edu/stata/faq/how-can-i-do-moderated-mediation-in-stata/ stats.oarc.ucla.edu/r/faq/how-can-i-perform-mediation-with-multilevel-data-method-2/
There is no much sense to check normality in the case of panel data. For serial correlation, you can use a Lagram-Multiplier test by using the command xtserial. Please see more here phantran.net/choosing-fixed-effects-random-effects-or-pooled-ols-models-in-panel-data-analysis-using-stata/
Hi, thank you for an excellent explanation. However, when I test for heteroskedasticity I see it gives me 0.00, indicating that I have to insert "robust, fe" in the end. But when I do that, then the place where you have "F(13,61) = 58.04" and "Prob > F =0.00" will just be empty where I just see "." - do you know why?
