On-site Training
Panel Data Analysis Using Stata
Description
This 2-day 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.
Concepts are extensively illustrated using excercises and examples worked in
Stata.
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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
- 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
Prerequisite
A general familiarity with Stata and a graduate-level course in regression
analysis or comparable experience.
Notes
This is a 2-day course. All training courses generally run for 8 hours per day
and include morning and afternoon breaks and a lunch break. You can arrange a
convenient schedule with your instructor and training coordinator.
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