Fixed- and random-effects models

• linear model with panel-level effects and i.i.d. errors
• linear model with panel-level effects and AR(1) errors
• GLS and ML estimators
• robust and cluster-robust standard errors*

Tests

• Hausman specification test
• Breusch and Pagan Lagrange multiplier test for random effects

Arellano–Bond linear, dynamic panel data estimator

• one-step, one-step robust, two-step
• exogenously unbalanced panels
• opening, closing, and embedded gaps
• predetermined covariates
• full instrument list or pared down version

Panel-corrected standard errors for linear cross-sectional models

Two-stage least squares panel data estimators

• between-2SLS estimator
• within-2SLS estimator
• Balestra–Varadharajan–Krishnakumar G2SLS estimator
• Baltagi EC2SLS estimator
• all with balanced or exogenously balanced panels

Stochastic Frontier Models

• time-invariant models
• time-varying decay model
• Battese–Coelli parameterization of time effects
• estimates of technical efficiency and inefficiency

Regressors correlated with individual–level effects

• Haussman–Taylor instrumental varaible estimators
• Amemiya–MaCurdy instrumenal variable estimators

Linear mixed, multilevel, and hierarchical models*

GEE estimation of general linear models/

• 6 distribution families
• 9 links
• 7 correlation structures
• specific models include:
• probit model with panel-correlation structure
• Poisson model with panel-correlation structure

Summary statistics and tabulations

• statistics within and between panels
• pattern of panel participation

Random-effects regression

• interval regression
• probit
• logistic regression
• complementary log-log regression
• Poisson regression (Gaussian random-effects)
• Poisson regression (gamma random-effects)
• negative binomial regression
• linear parameter constraints*

Conditional Fixed-effects regression

• logit regression
• Poisson regression
• negative binomial regression

Population-averaged regression

• complementary log-log regression
• logit regression
• negative binomial regression
• Poisson regression
• probit regression
• linear models regression

Swamy's random-coefficients regression*

Panel-data line plots

• graphs by panel
• overlaid panels