Panel data modelling

About

This is an introduction to longitudinal data analysis on an applied level using Stata. The focus of the course is on data management and analyzing micro panel data.

Target group

Students, researchers, business professionals who need to develop good quality surveys and/or need to apply appropriate and up-to-date statistical methods. At the conclusion of the Summer School, participants will receive a certificate for each course and with the number of hours attended.

Course aim

To discuss the advantages (and limitations) of panel data, and will show how to handle and describe a panel dataset. We will then cover linear regression techniques: fixed and random effects models as well as hybrid models.
Following each lecture, participants will work through practical examples in the computer lab using the Stata statistical package using e.g. the British Household Panel Survey.
The focus of the module is applied, but some math will be used to formalize theoretical concepts. Note that the module does not cover specific techniques for macro panels (e.g. data on countries over time) or panels with small numbers of cross-sectional units but many time points. The module does not cover survival (event history or duration) or time-series analysis.