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| Duration: | 1 hour |
|---|---|
| Where: | Join us from anywhere! |
| Cost: | Free—but registrations are limited |
Panel-data methods are commonly used for analyzing longitudinal data—data having repeated measurements on individuals, countries, companies, industries, and the like. Variation over time gives us more insight than a cross-section, which provides only a snapshot at one moment in time. With panel data, we can model the heterogeneity and evaluate changes over time.
Join us for an overview of methods for analyzing longitudinal and panel data using Stata. In this webinar, we will demonstrate how to fit linear and nonlinear panel-data models and how to perform dynamic panel-data estimation.
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. Since joining StataCorp in 2019, Chris has worked closely with Stata users and developed learning materials, webinars, and training courses to help users learn and apply Stata. His interests focus on demand analysis, panel-data analysis, and other areas of econometrics.
