Longitudinal and Panel Data Methods in Stata
An ISSR Short Course by Owen Thompson
Event Date: April 9, 3:00 to 5:00 pm
Time: 2:00 – 4:00 pm
Location: ISSR Training Room W37E, Machmer Hall (3rd Floor, West Wing
Click here to register for this workshop
Description:
This course will introduce Stata's longitudinal and panel data analysis capabilities. We will assume basic familiarity with Stata, such as loading data, creating variables, and generating descriptive statistics and simple regressions (most of these methods are covered in the “Stata 12 for Beginners” workshop). This workshop will focus on how to use Stata to manage data that has a time component, as well as how to implement various types of panel regression models.
Course Objectives
The course will introduce the Stata commands needed to do the following:
1)Load longitudinal data and properly declare it as a panel
2)Become familiar with variable generation methods that frequently arise when working with panel data, in particular the “by” prefix
3)Generate descriptive statistics and graphics with longitudinal data
4)Estimate and interpret fixed effects, random effects, and multi-level regression models
5)Perform robust inference in panel data settings, in particular how to cluster standard errors