Jed Frees - Research

Longitudinal and Panel Data: Analysis and Applications for the Social Sciences

SAS, Stata and R Code

Here are some examples of code to show the analysis displayed in the text. The files below are text files although they may have different extensions according to statistical software packages they were written. SAS code has the extension of “.sas”, Stata code has the extension of “.do” and R code has the extension of “.txt”.

Note: * indicates use of PROC IML in SAS.

	SAS	Stata	R	Chapter Title
Chapter 1	Divorce Analysis	Divorce Analysis	Divorce Analysis	Introduction
Chapter 2	Medicare Analysis	Medicare Analysis	Medicare Analysis	Fixed Effects Models
Section 2.4.3	*Influence Diagnostics
Section 2.4.4	*Cross-Sectional Correlations
Chapter 3	Taxprep Analysis	Taxprep Analysis	Taxprep Analysis	Models with Random Effects
Chapter 4 Section 4.1	ANOVA Model Predictions			Prediction and Bayesian Inference
Section 4.5	Lottery Exploration	Lottery Exploration	Lottery Exploration
Section 4.5	*Lottery In-Sample Analysis	Lottery In-Sample Analysis	Lottery In-Sample Analysis
Section 4.5	Lottery Out-of-Sample Analysis
Section 4.5	*Lottery Forecasting
Chapter 5 Section 5.2	Dental Analysis	Dental Analysis	Dental Analysis	Multilevel Models
Chapter 6 Section 6.2 & 6.3		Taxprep Endogeneity Analysis Arellano-Bond Linear, Dynamic Panel Data Estimator		Stochastic Regressors
Chapter 7	Taxprep Analysis	Taxprep Analysis	Taxprep Analysis	Modeling Issues
Chapter 8 Section 8.6	Insurance Beta	Insurance Beta	Insurance Beta	Dynamic Models
Section 8.6	*CAPM Kalman Filter Estimation
Section 8.6	*CAPM Prediction
Chapter 9	Tax Preparer	Tax Preparer	Tax Preparer	Binary Dependent Variables
Chapter 10	Tort Filings	Tort Filings	Tort Filings	Generalized Linear Models
Chapter 11	Yogurt Choice Tax Preparer Choice	Yogurt Choice	Yogurt Choice	Categorical Dependent Variables and Survival Models
Supplemental Information	Summary of Commands	Summary of Commands	Summary of Commands

Download Section2.5Example, shows how to calculate robust standard errors, serial correlations and variables slopes (FE models).

Chapter 7

Tort Filings