Stata Panel Data Exclusive -

Strict exogeneity: E(ε_it | x_i1,...,x_iT, α_i) = 0 — required for FE/RE unbiasedness.

Contemporaneous endogeneity, lagged dependent variable issues, dynamic panels.

Interpretation: decomposes within and between effects (hybrid). Alternatively use within-between estimator (xthybrid or user-written).

xtset panel_id time_var

xtdescribe
tab panel_id, sort

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