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On-site training

Panel-data analysis using Stata

Description

This two-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 exercises 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 two-day course. All training courses generally run for eight 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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