NC471

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Introduction to Panel Data Using Stata

Become an expert in the analysis and implementation of linear, nonlinear, and dynamic panel-data estimators using Stata. This course focuses on the interpretation of panel-data estimates and the assumptions underlying the models that give rise to them. The course is geared for researchers and practitioners in all fields. The breadth of the lectures will be helpful if you want to learn about panel-data analysis or if you are familiar with the subjects.

 

The concepts presented are reinforced with practical exercises at the end of each section. We also provide additional exercises at the end of each lecture and access to a discussion board on which you can post questions for other students and the course leaders to answer.

Next class:

Oct 3, 2019

to

Nov 14, 2019

Can't wait? Want work on your own schedule?  Register for the same course with NetCourseNow.

Lesson 1

  • An introduction to panel data and its features

    • Getting started with panel data

    • Summary statistics and dynamics

  • Overview of basic concepts

    • Data generation 

    • The regression model

      • Variance–covariance estimators

    • Margins and marginal effects

    • Basic panel-data estimation concepts

      • Moment-based estimation

    • Panel data, regression, and efficiency

  • Closing remarks

Lesson 2

  • An introduction to panel data and its features

    • Getting started with panel data

    • Summary statistics and dynamics

  • Overview of basic concepts

    • Data generation 

    • The regression model

      • Variance–covariance estimators

    • Margins and marginal effects

    • Basic panel-data estimation concepts

      • Moment-based estimation

    • Panel data, regression, and efficiency

  • Closing remarks

Lesson 3

  • Probit model

    • Probit models for panel data: Random effects

    • Probit models for panel data: Population averaged

    • Probit models for panel data: Remarks

  • Logit model

    • Logit models for panel data: Random effects

    • Logit models for panel data: Fixed effects

    • Logit models for panel data: Population averaged

  • Poisson model

    • Poisson models for panel data

Lesson 4

  • Endogeneity

    • Cross-sectional estimation under endogeneity

    • Panel-data estimation under endogeneity

  • Dynamic models

  • Building your own dynamic models

    • A more complex dynamic structure

  • Concluding remarks

Course pre-requisites

  • Stata 15 installed and working

  • Course content of NetCourse 101 or equivalent knowledge

  • Familiarity with basic time-series, cross-sectional summary statistics and linear regression

  • Internet web browser, installed and working
    (course is platform independent)

New Zealand

+64 9 889 2231

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SDAS New Zealand

ABN 37 051 831 826

PO Box 5044

LYNEHAM ACT 2602

AUSTRALIA

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