From wide to long:
Panel data errors are almost always serially correlated and heteroskedastic. Stata offers:
xtabond wage experience union, lags(1) maxldep(2)
The most common estimators for panel data in Stata are accessed via the xtreg command. xtset — Declare data to be panel data - Title Syntax
If effects of time-varying variables differ across panels:
Stata Panel Data [verified] Jun 2026
From wide to long:
Panel data errors are almost always serially correlated and heteroskedastic. Stata offers:
xtabond wage experience union, lags(1) maxldep(2)
The most common estimators for panel data in Stata are accessed via the xtreg command. xtset — Declare data to be panel data - Title Syntax
If effects of time-varying variables differ across panels: