Hi. I have a balanced panel data for a holdout sample of 120 with 12 variables and a time period of 5 years. I have a binary dependent variable and therefore will be using logistic regression for my research. I am looking for ways of identifying significant variables for my research. I see Stata does not support stepwise for panel data. Also, I am unable to find the command for factor analysis of panel data. How do I proceed with the variable selection?

Kindly guide.