Get Started with Panel Data in GAUSS (Video)

Introduction

In this video, you'll learn the basics of panel data analysis in GAUSS. We demonstrate panel data modeling start to finish, from loading data to running a group specific intercept model.

Summary and Timeline

You'll see firsthand how to:

  • Load and verify panel data.
  • Merge data from different sources.
  • Convert between wide and long form panel data.
  • Explore and clean data.
  • Create panel data plots.
  • Prepare panel data for estimation.
  • Estimate a model with group-specific intercepts.

Timeline

0:41 Set the current working directory.
1:03 Load panel data from an Excel file.
5:32 Merging data from different sources.
06:53 Preliminary data cleaning.
08:40 Panel data plots.
11:12 Stationarity testing.
11:56 Convert long form to wide form panel data.
14:49 Estimate a model with group-specific intercepts.

Additional Resources

  1. How to Load Excel Data Into GAUSS
  2. Transforming Panel Data to Long Form in GAUSS
  3. Visualizing COVID-19 Panel Data With GAUSS 22
  4. What is a GAUSS Dataframe and Why Should You Care?
  5. Managing String Data with GAUSS Dataframes
  6. The GAUSS Data Management Guide
  7. How to Aggregate Panel Data in GAUSS
  8. Panel Data Stationarity Test With Structural Breaks
Leave a Reply