Stata Panel Data [2026 Release]

: Treats observations as independent, ignoring the panel structure. Use only if you believe there are no entity-specific effects. reg y x1 x2 Use code with caution. Copied to clipboard

Panel data (longitudinal data) combine time series and cross-sectional dimensions, allowing researchers to control for unobserved heterogeneity. Stata provides a comprehensive suite of commands for panel data analysis, including xtset , xtreg , xttest3 , and xtserial . This paper demonstrates a complete empirical workflow using a replicable example. stata panel data