Introduction to Panel Data Analysis

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

More Information

Associate Professor Nicole Watson

HILDA training

A 4-day hands-on introductory course on panel data analysis will be held on 13th-16th September 2021 at the Australian National University, Canberra.

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.

Morning tea, lunch and afternoon tea provided.

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 have experience using longitudinal data and be familiar with Stata.
  • You will be familiar with regression theory.
  • Prior to the course you will need to apply for, and be approved to use HILDA General Release 17.

Places are limited. Registrations close 5 pm 30th August 2021 unless all of the places are taken earlier. Cancellations after 5 pm 30th August 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)

Getting started: Analysing HILDA with Stata (Held in Canberra)