Panel-data Analysis Using Stata

Description

This course provides an introduction to the theory and practice of panel-data analysis. After introducing the fixed-effects and random-effects approaches to unobserved individual-level heterogeneity, the course covers linear models with exogenous covariates, linear models with endogenous variables, dynamic linear models, and some nonlinear models. A quick introduction to the generalized method of moments estimation technique is also included. The differences between the individual-specific and population-averaged interpretations are discussed throughout the course. Exercises will supplement the lectures and Stata examples.

Prerequisites

A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.

Course topics

• A quick introduction to Stata
• Panel data giveth and panel data taketh away
• Estimators for linear models that require random effects
• Fixed-effect estimators for linear models
• Multilevel and mixed-effects linear models
• Instrumental-variables estimators
• Hausman–Taylor Models
• Models with endogenous variables
• Dynamic panel-data models
• The Arellano–Bond estimator
• The Arellano–Bover/Blundell–Bond estimator
• Random- and fixed-effects estimators for binary models
• Random- and fixed-effects estimators for count-data models

Available sessions

Email training@stata.com to request to be notified of future training sessions.

Notes

Enrollment is limited. Computers with Stata installed are provided at all public training sessions. All training courses run from 8:30 AM to 4:30 PM each day. A continental breakfast, lunch, and an afternoon snack will also be provided; the breakfast is available before the course begins. All participants are encouraged to bring a USB flash drive to all public training sessions; this is the safest and simplest way to save your work from the session.