An Introduction to Panel-data Analysis using Stata

Session Submission Type: Pre-conference Short Course Half Day

Session Description

This workshop provides an introduction to the theory and practice of panel-data analysis. More and more, researchers have panel data, data in which individuals, companies, countries, or other units are observed repeatedly across time. Panel data allow you to study both time-invariant heterogeneity (variation due to unobserved characteristics of the unit of observation) and changes in the units of observation across time (model dynamics). Stata is the premier statistical tool used for analysis of panel data.

The workshop starts with an introduction to fixed-effects and random-effects approaches to modeling unobserved individual-level heterogeneity. We will discuss linear models with exogenous covariates, linear models with endogenous variables, dynamic linear models, and some nonlinear models.

The topics covered will be the following:
- A brief introduction to Stata
- Data tools and descriptive statistics for panel data
- Estimation of linear panel-data models
- Estimation of nonlinear panel-data model estimators
- Estimation of models with endogeneity
- Estimation of dynamic panel-data models

The course is thought using Stata 16. If you do not have access Stata 16 please contact nbishop@stata.com to get a free temporary Stata 16 license.

Sub Unit

• APSA Panels and All Meetings and Receptions

Chair

• Enrique Pinzon StataCorp

Presenter

• Enrique Pinzon StataCorp