Panel Data Analysis (Intensive)

This module provides an applied introduction to panel data analysis (PDA). Panel data are gathered by taking repeated observations from a series of research units (eg. individuals, firms) as they move through time. This course focuses primarily on panel data with a large number of research units tracked for a relatively small number of time points.

The module begins by introducing key concepts, benefits and pitfalls of PDA. Students are then taught how to manipulate and describe panel data in Stata. The latter part of the module introduces random and fixed effects panel models for continuous and dichotomous outcomes. The course is taught through a mixture of lectures and practical sessions designed to give students hands-on experience of working with real-world data from the British Household Panel Survey.

• Introduction to PDA: Concepts and uses
• Manipulating and describing panel data
• An overview of random effects, fixed effects and ‘hybrid’ panel models
• Panel models for dichotomous outcomes

• University Students from Tier 1 Departments
• Further details regarding eligibility criteria are available here

• Students should be comfortable with multiple regression. Familiarity with Stata is very helpful but not absolutely essential. Notes and Stata code will be provided.

Number of sessions: 2

Stata

• Allison, P. (2009) Fixed Effects Regression Models. London: SAGE (especially chapters 1-3).
• Longhi, S. and Nandi, A. (2015) A Practical Guide to Using Panel Data. London: SAGE (a fantastic resource covering both theoretical and practical aspects of PDA).
• Taris, T. (2000) A Primer in Longitudinal Data Analysis. London: SAGE (provides a useful overview of key concepts covered in the course).

• Bell, A. and Jones, K. (2015) Explaining Fixed Effects: Random Effects Modelling of Time Series, Cross-Sectional and Panel Data. Political Science Research and Methods 3 (1), pp. 133-153 http://dx.doi.org/10.1017/psrm.2014.7 (an accessible evaluation of different modelling approaches).
• Cameron, C. and Trivedi, P. (2010) Microeconometrics Using Stata (Revised Edition). College Station, TX: Stata Press (especially chapters 8 and 18).

There may be an online open-book test at the end of the module; for most students, the test is not compulsory.

Click the "Booking" panel on the left-hand sidebar (on a phone, this will be via a link called Booking/Availability near the top of the page).

8 hours - A morning lecture and an afternoon lab session
This is an intensive, one-day module