Introduction to Panel Data Analysis


The Australian National University

More Information

Kathryn Ryan

T: +61 3 8344 2108

A 3-day hands-on introductory course on panel data analysis will be held on 12-14 February 2018 at the Australian National University, Canberra.

Places are limited. Please contact hilda-inquiries to to ask about availability.

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 16 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 used the longitudinal data before and will be familiar with both Stata and regression theory. You will need to apply for, and be approved to use, HILDA General Release 16.


Course details

Location: Crawford School of Public Policy, Australian National University (lab to be advised)
Date/time: Monday 12 February to Wednesday 14 February 2018, 9.15am – 4pm
Catering: Morning tea, lunch and afternoon tea provided
Fees: $880 ($580 PhD and Masters students)

Places are limited. Please contact hilda-inquiries to to ask about availability.

Cancellations: Cancellations within 5 working days prior to the start of the training will not be refunded