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.
Concepts are extensively illustrated using excercises and examples worked in Stata.
Price: $1,295 Enroll now.
We offer a 15% discount for group enrollments of three or more participants.
Please contact us at
training@stata.com for details.
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.
Next 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.
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