This is an early stage library of panel data procedures for estimation and data management. The program are in pre-release form and as such there is no library folder for installation yet.
The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.
GAUSS 20+ The GAUSS Panel Series library can be installed and updated directly in GAUSS using the GAUSS package manager.
GAUSS 18+ The GAUSS Panel Series library can be easily installed using the GAUSS Application Installer, as shown below:
- Download the zipped folder
pdlib.zip
from the Panel Library Release page. - Select Tools > Install Application from the main GAUSS menu.
- Follow the installer prompts, making sure to navigate to the downloaded
pdlib.zip
. - Before using the functions created by
pdlib
you will need to load the newly createdpdlib
library. This can be done in a number of ways:
- Navigate to the library tool view window and click the small wrench located next to the
pdlib
library. SelectLoad Library
.
- Enter
library pdlib
in the program input/output window. - Put the line
library pdlib;
at the beginning of your program files.
Note: I have provided the individual files found in pdlib.zip
for examination and review. However, installation should always be done using the pdlib.zip
folder and the GAUSS Application Installer.
Six example files are included:
- between_grunfeld.e - This file demonstrates the use of the procedure
between
to compute between group estimates using the Grunfeld dataset (1958). - fe_grunfeld.e - This file demonstrates the use of the procedure
fixedEffects
to estimate a Fixed Effects model using the Grunfeld dataset (1958). - panel_grunfeld.e - This file demonstrates the use of the procedure
panel
to estimate the fixed effects, random effects, between group, and pooled OLS models using the Grunfeld dataset (1958). - pdwide.e - This file demonstrates the use of the procedure
pdwide
to change the orientation of a panel dataset from long to wide. - pooled_grunfeld.e - This file demonstrates the use of the procedure
pooledOLS
to estimate a pooled OLS model using the Grunfeld dataset (1958). - re_grunfeld.e - This file demonstrates the use of the procedure
randomEffects
to estimate a Random Effects model using the Grunfeld dataset (1958).
Note The pdlib
panel data library was featured in the Aptech blog "Panel data basics: One-way Individual Effects".