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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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