How do you analyze an unbalanced panel in stata?

[Wonjin Cho]

Hello,

I would like to ask a question in stata.

I want to do a panel regression. (OLS, RE, FE test in stata)
How can I convert an unbalanced panel into a balanced panel?
And I want to know how to analyze it in an unbalanced panel.

Thank you.

[Marcos Almeida]

You may wish to start by reading this thread on a similar subject,

[Wonjin Cho]

thank you.

[Carlo Lazzaro]

Wonjin:
there's no need to do anything special to analyse an unbalanced panel dataset, as Stata can handle both balanced and unbalanced panel datasets.
More substantively:
- trying to convert an unbalanced panel dataset into a balanced one means making-up data;
- please note that OLS, FE, and RE specifications are not equivalent: I would start my journey into the tricky but fascintaing panel data regression world with taking a comprehensive look at -xtreg- in Stata .pdf manual (I surmise form your post that your regressand is continuous), and increasing my knowledge reading a decent textbook on panel data econometrics (see reference under -xtreg-).
Stata listers/users dealing with the stuff usually have on their bookshelf the valuable: https://www.stata.com/bookstore/micr...metrics-stata/.

[Wonjin Cho]

thank you