NetCourse 471: Introduction to Panel Data Using Stata

Course length:

6 weeks (4 lessons)

Price:

USD 295

Course leaders:

Enrique Pinzon, Gustavo Sánchez, and Rose Medeiros

Prerequisites:

Stata 16 installed and working.
Course content of NetCourse 101 or equivalent knowledge.
Familiarity with basic time-series, cross-sectional summary statistics and linear regression.
Internet web browser, installed and working.
(Course is platform independent.)

  • 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
  • Random-effects model
    • The model
  • Fixed-effects model
    • Within estimator
      • Comparing within and random-effects estimates
    • First-differenced estimator
  • Deciding between random and fixed effects
    • Hausman test
    • Mundlak test
  • Population-averaged models
  • 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
  • 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