Panel Data Analysis Prerequisites
Bookings for this module open on THURSDAY, 11 DECEMBER at 10:00 am
For more information see: http://www.ssrmc.group.cam.ac.uk/ssrmc-modules/core/making/windows
This module is part of the Social Science Research Methods Centre training programme which is a shared platform for providing research students with a broad range of quantitative and qualitative research methods skills that are relevant across the social sciences.
This module provides students with an introduction to panel data analysis (PDA). Panel data are gathered by taking repeated observations of a series of research units (eg. individuals) as they move through time. PDA therefore allows researchers to answer questions that cannot be addressed with cross-sectional data. The course begins by introducing students to key concepts in longitudinal research. Next, students are taught how to manipulate and prepare panel datasets using Stata. The final two sessions provide an overview of statistical modelling techniques for use with panel data. Throughout the course, emphasis is placed on giving students hands-on experience of working with real-world data using Stata.
- Mphil and PhD students from participating departments taking the Social Science Research Methods Centre training programme as part of their research degree
- Students should be comfortable with multiple regression. Familiarity with Stata is helpful but not essential (notes and Stata code will be provided)
- You must have a University Information Services (Computing) Desktop Services password (http://www.ucs.cam.ac.uk/linkpages/newcomers)
- You must have access to CamTools
Number of sessions: 4
# | Date | Time | Venue | Trainer | |
---|---|---|---|---|---|
1 | Mon 16 Feb 2015 16:00 - 18:00 | 16:00 - 18:00 | Titan Teaching Room 1, New Museums Site | map | Rory Coulter |
2 | Mon 23 Feb 2015 16:00 - 18:00 | 16:00 - 18:00 | Titan Teaching Room 1, New Museums Site | map | Rory Coulter |
3 | Mon 2 Mar 2015 16:00 - 18:00 | 16:00 - 18:00 | Titan Teaching Room 1, New Museums Site | map | Rory Coulter |
4 | Mon 9 Mar 2015 16:00 - 18:00 | 16:00 - 18:00 | Titan Teaching Room 1, New Museums Site | map | Rory Coulter |
- Session 1: Introduction to PDA
- Session 2: Working with panel data
- Session 3: Panel modelling I: Linear models
- Session 4: Panel modelling II: Extensions
To provide students with a solid introduction to PDA with emphasis placed on giving students hands-on experience of working with real-world data using Stata.
Presentations, demonstrations and practicals
Stata on MCS
Textbooks:
- Allison, P. (2009) Fixed Effects Regression Models. London: SAGE (chapters 1-3 are particularly relevant for this course).
- Taris, T. (2000) A Primer in Longitudinal Data Analysis. London: SAGE (this provides a useful introduction to key concepts in panel analysis).
Suggested reading:
- Bell, A. and Jones, K. (2012) Explaining Fixed Effects: Random Effects Modelling of Time Series Cross-Sectional and Panel Data. <http://polmeth.wustl.edu/mediaDetail.php?docId=1324> (a very clear and accessible evaluation of different modelling approaches).
- Brüderl J. (2005) Panel Data Analysis. <http://www.sowi.uni-mannheim.de/lehrstuehle/lessm/veranst/Panelanalyse.pdf> (a good primer in the ‘intuition’ of fixed effects).
- To gain maximum benefits from the course it is important that students do not see this course in isolation from the other MPhil courses or research training they are taking.
- Responsibility lies with each student to consider the potential for their own research using methods common in fields of the social sciences that may seem remote. Ideally this task will be facilitated by integration of the SSRMC with discipline-specific courses in their departments and through reading and discussion.
Four sessions of two hours
Once a week for four weeks.
Booking / availability