* basic regression reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban * robust standard errors reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, robust * cluster by cong-dist reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, cluster(statdistcons3) * robust cluster by cong-dist (it's the same) reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, robust cluster(statdistcons3) * cluster by state reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, cluster(state) * cluster by state, year fe reg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban i.year, cluster(state) * cong-dist random effects xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban i.year, re i(statdistcons3) * cong dist random effects, cluster by cd xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban i.year, re i(statdistcons3) cluster(statdistcons3) * cong dist random effects, cluster by state xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban i.year, re i(statdistcons3) cluster(state) * cong dist fixed effects,lsdv xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, fe i(statdistcons3) * cong dist fixed effects,lsdv xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, fe i(statdistcons3) cluster(statdistcons3) * cong dist fixed effects,lsdv xtreg high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, fe i(statdistcons3) cluster(state) * time series index tsset statdistcons3 year * first differences reg D.high_lnoutlays_cpi D.female D.party D.unified_govt D.terms D.ln_statecapital D.margin D.ln_population D.ln_age65 D.ln_black D.ln_constrct /// D.ln_school D.ln_farmer D.ln_foreign D.ln_manuf D.ln_median_income D.ln_unemployed D.ln_miltpop D.ln_urban, noconst robust * first differences, clustered reg D.high_lnoutlays_cpi D.female D.party D.unified_govt D.terms D.ln_statecapital D.margin D.ln_population D.ln_age65 D.ln_black D.ln_constrct /// D.ln_school D.ln_farmer D.ln_foreign D.ln_manuf D.ln_median_income D.ln_unemployed D.ln_miltpop D.ln_urban, noconst cluster(statdistcons3) * check for autocorrelation in first differences predict r, res gen r_m1 = L.r reg r r_m1, noconst robust * lag dv xtreg high_lnoutlays_cpi L.high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct ln_school /// ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, fe i(statdistcons3) cluster(state) * check for short panels table statdistcons3 * anderson-hsiao ivreg D.high_lnoutlays_cpi D.female D.party D.unified_govt D.terms D.ln_statecapital D.margin D.ln_population D.ln_age65 D.ln_black D.ln_constrct /// D.ln_school D.ln_farmer D.ln_foreign D.ln_manuf D.ln_median_income D.ln_unemployed D.ln_miltpop D.ln_urban /// (D.L.high_lnoutlays_cpi=L.L.high_lnoutlays_cpi), noconst cluster(state) * arrellano-bond xtabond high_lnoutlays_cpi female party unified_govt terms ln_statecapital margin ln_population ln_age65 ln_black ln_constrct /// ln_school ln_farmer ln_foreign ln_manuf ln_median_income ln_unemployed ln_miltpop ln_urban, noconst cluster(state)