// FE results table xtreg y x1 x2, fe robust outreg2 using panel_results.doc, replace word dec(3) ctitle(FE)
Before diving into code, it is crucial to define what makes a panel data technique "exclusive." In Stata terminology, this typically involves: stata panel data exclusive
The solution is the or System GMM , specifically via the xtabond2 command (available via SSC). Why xtabond2 ? Unlike the built-in xtabond , xtabond2 allows for: Hansen J-tests for overidentifying restrictions. Arellano-Bond tests for autocorrelation. // FE results table xtreg y x1 x2,