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  • PML model or analysis

    please i need help
    how to perform PLM model in stata?

  • #2
    I am not sure what you mean by "PLM model".

    There is a PLM package in R with the title "Linear Models for Panel Data" described at https://cran.r-project.org/web/packages/plm/plm.pdf.

    If the that is what you seek - linear regression models on panel data - then you want to review the Stata Longitudinal-Data/Panel-Data Reference Manual PDF included in your Stata installation and accessible from Stata's Help menu. The Stata command xtreg described there does a significant amount of what I think the PLM package does.

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    • #3
      yes yes PLM package. i thought it is a model.
      do you mean the command xtreg represents this package ?
      is not it for firm-fixed effects ?

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      • #4
        The xt commands are for much more than just firm fixed effects. Let me quote from page 4 of the documentation I recommended.

        Consider having data on n units—individuals, firms, countries, or whatever—over T periods. The data might be income and other characteristics of n persons surveyed each of T years, the output and costs of n firms collected over T months, or the health and behavioral characteristics of n patients collected over T years. In panel datasets, we write xit for the value of x for unit i at time t. The xt commands assume that such datasets are stored as a sequence of observations on (i, t, x).

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        • #5
          thank you so much

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