gauss-panel-library

GAUSS panel data library

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.

Getting Started

Prerequisites

The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.

Installation

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:

1. Download the zipped folder pdlib.zip from the Panel Library Release page.
2. Select Tools > Install Application from the main GAUSS menu.
   
3. Follow the installer prompts, making sure to navigate to the downloaded pdlib.zip.
4. Before using the functions created by pdlib you will need to load the newly created pdlib 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. Select Load 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.

Example files

Six example files are included:

1. between_grunfeld.e - This file demonstrates the use of the procedure between to compute between group estimates using the Grunfeld dataset (1958).
2. fe_grunfeld.e - This file demonstrates the use of the procedure fixedEffects to estimate a Fixed Effects model using the Grunfeld dataset (1958).
3. 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).
4. pdwide.e - This file demonstrates the use of the procedure pdwide to change the orientation of a panel dataset from long to wide.
5. pooled_grunfeld.e - This file demonstrates the use of the procedure pooledOLS to estimate a pooled OLS model using the Grunfeld dataset (1958).
6. 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".

Authors

Erica Clower
Aptech Systems, Inc