You can generate a variable that stays constant for an entity if they ever meet a condition: by panelvar: egen ever_treated = max(treated) Source: Learn more about creating variables at UCLA Stats . 3. Subsetting Data (Exclusive Filtering)
: This shows how values change or stay the same over time. Choosing the Right Model stata panel data exclusive
xtreg y x1 x2, fe
// Unit means vs. within variation xtsum y You can generate a variable that stays constant
xtreg y x1 x2, fe
To handle dynamic panels and endogeneity, economists rely on the Arellano-Bond difference GMM and the Blundell-Bond system GMM. Stata offers the powerful, exclusive community-contributed command xtabond2 (developed by David Roodman) for this purpose. stata panel data exclusive