//Download the National Survey Dataset use http://www.stata-press.com/data/r16/nlswork.dta,clear describe xtset idcode year *************************************** * OLS, Fixed Effect and Random Effect * *************************************** //OLS regression regress ln_wage tenure ttl_exp grade outreg2 using results, word replace dec(3) ctitle(OLS) xtreg ln_wage tenure ttl_exp grade,re outreg2 using results, append dec(3) ctitle(Random Effect) xtreg ln_wage tenure ttl_exp grade,fe outreg2 using results, word append dec(3) ctitle(Fixed Effect) addtext(Country FE, YES, Year FE, YES) title(Results for OLS, Fixed and Random Effect) label noni *************************************** * GMM - xtabond2 command * *************************************** xtabond2 ln_wage l.ln_wage tenure ttl_exp grade, gmm(L1.(ln_wage)) iv(tenure ttl_exp grade) robust outreg2 using results, replace word dec(3) addstat(AR(1),e(ar1p), AR(2), e(ar2p), Hansen, e(hansenp), Sargen, e(sarganp), Number of Instruments, e(j)) outreg2 using results, replace word dec(3) addstat(AR(1),e(ar1p), AR(2), e(ar2p), Hansen, e(hansenp), Sargen, e(sarganp), Number of Instruments, e(j)) adec(3) *************************************** * Logit/Logistic Regression Models * *************************************** // Import the dataset webuse lbw logit low age lwt i.race smoke ptl ht ui outreg2 using results, replace word dec(3) logistic low age lwt i.race smoke ptl ht ui outreg2 using results, append word dec(3) outreg2 using results, append word dec(3) eform nodepvar ci