Panel data modelling provides a means to estimate and test relations when there are samples containing a time series of observations for a cross section of individuals, firms, markets, countries, etc. Panel data analysis has 2 main advantages over cross-sectional or time-series analysis:
- Panel data analysis utilises more information (i.e. more degrees of freedom) and introduces more variability in the data and hence inference of model parameters can be more accurate;
- Controlling for omitted / missing / unobserved factors. The growing availability of panel data has stimulated a rapid growth in both methodological approaches and applications during the last 20 years.
Our web based Introduction to Panel Data Analysis with Stata course provides an overview of the most used panel data techniques. The course is ideal for beginner/intermediate level user who wants to learn how implement panel data estimation with Stata commands.
The course will be very practical, employing plenty of examples and a constant stream of challenging exercises.
Participants leave with the know-how and courage to independently perform their own panel data analysis.
The course will cover the following topics:
Static Panel Data Models
- Overview of basic concepts
- Refresher to ordinary least squares
- Understanding longitudinal data structure
Dynamic Panel Data Models
- Fixed-effects and random-effects models
- Brief intro to nonlinear panel data models
- Brief intro to dynamic panel data models (GMM)
Principal texts for pre- and post-course reading
- Introduction to Econometrics Stock and Watson, 4th Edition;
- Econometric Analysis of Cross Section and Panel Data by Wooldridge
- Basic Stata commands
- Introductory knowledge of multivariate regression
Terms & Conditions
- Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
- Additional discounts are available for multiple registrations.
- Cost includes course materials, lunch and refreshments.
- Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops free of charge to attending delegates).
- If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.
- Payment of course fees required prior to the course start date.
- Registration closes 5-calendar days prior to the start of the course.
- 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
- 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
- No fee returned for cancellations made less than 14-calendar days prior to the start of the course.
The number of delegates is restricted. Please register early to guarantee your place.