Panel-data analysis using Stata

$1,395 4 days (3 to 4 hours daily)

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 exercises and examples worked in Stata.

Are you more interested in hierarchical linear models with nested data or random slopes? Check out our Multilevel/mixed models using Stata course.

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Upcoming sessions

Currently, there are no scheduled sessions of this course.

We offer a 15% discount for group enrollments of three or more participants

All prices USD.

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Course leader

Chris Cheng

Senior Econometrician

Chris Cheng is a Senior Econometrician at StataCorp LLC. He has a master's degree in economics and a PhD in agricultural and managerial economics from Texas A&M University. He has worked with technical support since 2019. Chris frequently interacts with users about technical questions and gives webinars and training courses. His interests focus on demand analysis, panel-data analysis, and other econometrics.

Prerequisite

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

Course topics

A quick introduction to Stata
Overview of basic regression analysis
Random-effects for linear models
Fixed-effects for linear models
Correlated random-effects for linear models
Instrumental-variables estimation
Hausman–Taylor Models
Dynamic panel-data models

The Arellano–Bond estimator
The Arellano–Bover/Blundell–Bond estimator

Random- and fixed-effects for binary models
Random- and fixed-effects for count-data models

Notes

Enrollment is limited. This course is offered in both classroom and web-based settings.

Classroom training courses are two-day courses that run from 8:30 a.m. to 4:30 p.m. each day. These courses take place at a training center where computers with Stata installed are provided. A continental breakfast, lunch, and an afternoon snack will also be provided; the breakfast is available before the course begins.

Web-based training courses are four-day courses that run for three to four hours daily with hourly breaks. You will be provided with a temporary Stata license to install on your computer, a printed copy of the course notes, and all the course datasets so that you can easily follow along.

Classroom and web training FAQs →

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