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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  

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

Course topics

  • A quick introduction to Stata
  • Overview of basic regression analysis
  • 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 session

Currently, there are no scheduled sessions of this course.

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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 and a half hours each day. 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. Learn more about how our web-based training courses work, watch a video demonstration, and find technical requirements for participating in this type of training.

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