STATA 面板数据处理.pdf

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Regression with Panel Data (SW Ch. 8) EC 471 Spring 2004 8-1

Regression with Panel Data (SW Ch. 8) A panel dataset contains observations on multiple entities (individuals), where each entity is observed at two or more points in time. Examples: • Data on 420 California school districts in 1999 and again in 2000, for 840 observations total. • Data on 50 U.S. states, each state is observed in 3 years, for a total of 150 observations. • Data on 1000 individuals, in four different months, for 4000 observations total. 8-2

Notation for panel data A double subscript distinguishes entities (states) and time periods (years) i = entity (state), n = number of entities, so i = 1,…,n t = time period (year), T = number of time periods so t =1,…,T Data: Suppose we have 1 regressor. The data are: (Xit, Yit), i = 1,…,n, t = 1,…,T 8-3

Panel data notation, ctd. Panel data with k regressors: (X1it, X2it,…,Xkit, Yit), i = 1,…,n, t = 1,…,T n = number of entities (states) T = number of time periods (years) Some jargon… • Another term for panel data is longitudinal data • balanced panel: no missing observations • unbalanced panel: some entities (states) are not observed for some time periods (years) 8-4

Why are panel data useful? With panel data we can control for factors that: • Could cause omitted variable bias if they are omitted • are unobserved or unmeasured – and therefore cannot be included in the regression (unobserved heterogeneity) • Vary across entities (states) but do not vary over time 8-5

Example of a panel data set: Traffic deaths and alcohol taxes Observational unit: a year in a U.S. state • 48 U.S. states, so n = of entities = 48 • 7 years (1982,…, 1988), so T = # of time periods = 7 • Balanced panel, so total # observations = 7×48 = 336 Variables: • Traffic fatality rate (# traffic deaths in that state in that year, per 10,000 state residents) • Tax on a case of beer • Other (legal driving age, drunk driving laws, etc.) 8-6

Traffic death data for 1982 Higher alcohol taxes, more traffic deaths? 8-7

Traffic death data for 1988 Higher alcohol taxes, more traffic deaths? 8-8

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