Course length: | 6 weeks (4 lessons) |
Price: | USD 295 |
Course leaders: | Enrique Pinzon, Gustavo Sánchez, and Rose Medeiros |
Prerequisites: | Stata 17 installed and working. |
Lesson 1
Lesson 2
Lesson 3
Lesson 4
Lesson 1
- An introduction to panel data and its features
- Getting started with panel data
- Summary statistics and dynamics
- Overview of basic concepts
- Data generation
- The regression model
- Variance–covariance estimators
- Margins and marginal effects
- Basic panel-data estimation concepts
- Moment-based estimation
- Panel data, regression, and efficiency
- Closing remarks
Lesson 2
- Random-effects model
- The model
- Fixed-effects model
- Within estimator
- Comparing within and random-effects estimates
- First-differenced estimator
- Within estimator
- Deciding between random and fixed effects
- Hausman test
- Mundlak test
- Population-averaged models
Lesson 3
- robit model
- Probit models for panel data: Random effects
- Probit models for panel data: Population averaged
- Probit models for panel data: Remarks
- Logit model
- Logit models for panel data: Random effects
- Logit models for panel data: Fixed effects
- Logit models for panel data: Population averaged
- Poisson model
- Poisson models for panel data
Lesson 4
- Endogeneity
- Cross-sectional estimation under endogeneity
- Panel-data estimation under endogeneity
- Dynamic models
- Building your own dynamic models
- A more complex dynamic structure
- Concluding remarks