use http://www.stata-press.com/data/r11/nlswork, clear

version 11
log using panel_example, replace text
describe

tabulate race
tabulate occ_code

summarize 2.race
by race, sort : summarize ln_wage grade collgrad
global xlist age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenure#c.tenure 2.race not_smsa south

qui xtreg ln_w $xlist, fe
estimates store fe
xtreg ln_w $xlist, fe vce(cluster idcode)
estimates store fe_cluster
qui xtreg ln_w $xlist, be
estimates store be
qui xtreg ln_w $xlist, re
predict alpha, u
summarize alpha, detail
xttest0
estimates store re
qui reg ln_w grade $xlist, vce(cluster idcode)
estimates store ols
estimates table fe fe_cluster be re ols, t(%12.3f) b(%12.5f) stats(r2 rss aic)  

hausman fe re
log close