Introduction to Panel Data Analysis

A hands-on introductory course on panel data analysis will be held online via Zoom across eight morning sessions on 5th - 14th October 2021.

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.

Register here

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

• 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 17 datasets prior to the course. The course will take several published papers using the HILDA Survey data with a view to reproducing 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.

Pre-requisites

To participate in this online course, you will need to:

• Join the classes via Zoom
• Use Slido to ask questions (outside of class time if needed) and be involved in polls (in class)
• Have Stata (Version 14, 15 or 16) on your computer (we can provide student licenses to use if you do not already have access to Stata)
• Apply for and be approved to use HILDA General Release 17
• Have HILDA General Release 17 on your computer
• Have completed Getting Started: Analysing HILDA with Stata course OR have experience with the HILDA Survey data and be familiar with Stata
• Be familiar with regression theory
• Preferably have two screens (or two devices) so that you can be participating in the Zoom session on one screen and using Stata on the other

Places are limited. Registrations close 5pm 28th September 2021 unless all of the places are taken earlier. Cancellations after 5pm 28th September 2021 will not be refunded.

If you would like to receive notifications of future training courses, please subscribe to the HILDA mailing list.

Other training currently available:

Introduction to the HILDA Survey (Held virtually via Zoom)

Getting started: Analysing HILDA with Stata (Held virtually via Zoom)