help xt
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Title
[XT] xt -- Introduction to xt commands
Syntax
xtcmd ...
Description
The xt series of commands provide tools for analyzing panel data (also
known as longitudinal data or in some disciplines as cross-sectional time
series when there is an explicit time component):
xtset Declare a dataset to be panel data
xtdescribe Describe pattern of xt data
xtsum Summarize xt data
xttab Tabulate xt data
xtdata Faster specification searches with xt data
xtline Line plots with xt data
xtreg Fixed-, between- and random-effects, and
population-averaged linear models
xtregar Fixed- and random-effects linear models with an AR(1)
disturbance
xtmixed Multilevel mixed-effects linear regression
xtgls Panel-data models using GLS
xtpcse OLS or Prais-Winsten models with panel-corrected
standard errors
xtrc Random coefficients models
xtivreg Instrumental variables and two-stage least squares for
panel-data models
xtunitroot Panel-data unit-root tests
xtabond Arellano-Bond linear dynamic panel-data estimator
xtdpdsys Arellano-Bond/Blundell-Bond estimation
xtdpd Linear dynamic panel-data estimation
xttobit Random-effects tobit models
xtintreg Random-effects interval-data regression models
xtlogit Fixed-effects, random-effects, & population-averaged
logit models
xtprobit Random-effects and population-averaged probit models
xtcloglog Random-effects and population-averaged cloglog models
xtpoisson Fixed-effects, random-effects, & population-averaged
Poisson models
xtnbreg Fixed-effects, random-effects, & population-averaged
negative binomial models
xtmelogit Multilevel mixed-effects logistic regression
xtmepoisson Multilevel mixed-effects Poisson regression
xtgee Population-averaged panel-data models using GEE
Panel datasets have the form x_it, where x_it is a vector of observations
for unit i and time t. The particular commands (such as xtdescribe,
xtsum, and xtreg) are documented in their own help file entries. This
entry deals with concepts common across commands.
The xtset command sets the panel variable and the time variable. Most xt
commands require that the panel variable be specified, and some require
that the time variable also be specified. Once you xtset your data, you
need not do it again. The xtset information is stored with your data.
If you have previously tsset your data by using both a panel and a time
variable, these settings will be recognized by xtset, and you need not
xtset your data.
Example
An xt dataset:
pid yr_visit fev age sex height smokes
----------------------------------------------
1071 1991 1.21 25 1 69 0
1071 1992 1.52 26 1 69 0
1071 1993 1.32 28 1 68 0
1072 1991 1.33 18 1 71 1
1072 1992 1.18 20 1 71 1
1072 1993 1.19 21 1 71 0
The other xt commands need to know the identities of the variables
identifying patient and time. You could type
. xtset pid yr_visit
Also see
Manual: [XT] xt
Help: [XT] xtset
