Panel regression with control variables

[Victoria Romanova]

Hello,

I am running a panel regression in STATA and would like to ask how to add control variables to the model. Thanks!

[Carlo Lazzaro]

Victoria:
in the right-hans side of your regression equantion (as usual) you can plug in both regressors and control variables.

[Maxence Morlet]

Dear Victoria,

In addition to Carlo's very helpful response, you may want to look into the user written command reghdfe. If you are not interested in these covariates but just have to control for them, you can enter them in the absorb() option. This may increase computing speed, and will yield identical results in light of the Frishc Waugh Lovell theorem.

[Victoria Romanova]

Victoria:
in the right-hans side of your regression equantion (as usual) you can plug in both regressors and control variables.

Do you mean, I could add all the independent variables together with control variables to one line?

[Maxence Morlet]

Do you mean, I could add all the independent variables together with control variables to one line?

Yes

[Maxence Morlet]

e.g.

reg y X1 control_var1 control_var2