Introduction to Panel Data Analysis

HILDA training

Crawford School of Public Policy Australian National University

More Information

Nicole Watson

T: +61 3 8344 2088

A 4-day hands-on introductory course on panel data analysis will be held on 17 - 20 February 2020 at the Australian National University.

Course information

This course is designed for people familiar with panel data, including how to clean data and set it up for analysis, but now want to understand various statistical and econometric techniques that take full advantage of the panel nature of the data. The topics covered in the course include:

  • Longitudinal descriptive statistics, such as cross-wave correlations, conditional means and transition probabilities
  • Regression analysis, including using pooled data, or cross-sectional techniques using lagged data
  • Instrumental variables in panel data
  • Panel data regression techniques:
    • First-differences
    • Second- (and longer) differences
    • Fixed effects
    • Random effects
    • Binary response models
    • Categorical response models
    • Difference-in-differences

Data from the Household, Income and Labour Dynamics in Australia (HILDA) Survey will be used during the course and participants will be required to apply for, and be approved to use, the General Release 18 datasets prior to the course. The course will take several published papers using the HILDA Survey data with a view to re-producing some of the estimates presented by the authors. The course will be taught in Stata.

Course instructor

The course will be presented by Professor Robert Breunig, who is a researcher at the Crawford School of Public Policy at the Australian National University. His primary applied research interests are in analysing individual and firm behaviour, evaluating government tax and transfer programs and analysing large data sets.


You will have completed the “Getting Started: Analysing HILDA with Stata” course (or you will some have experience using longitudinal data and have some experience programming in Stata). You will be familiar with regression theory. You will need to apply for, and be approved to use, HILDA General Release 18 (available in December 2019). If you have any questions about these pre-requisites or wish to discuss them further, please contact Nicole Watson


Places are limited. Registrations close 5pm 7 February 2020 unless all of the places are taken earlier. Please register for this course here.

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Location: Crawford School of Public Policy, Australian National University (lab to be advised)

Date/Time: Monday 17 February to Thursday 20 February 2020, 9.15am – 4.00pm

Catering: Morning tea, lunch and afternoon tea provided

Fees (incl. GST): $1,200 ($800 PhD and Masters students intending to use longitudinal data in their thesis)

Registration: Places are limited. Please register here