LONGITUDINAL/PANEL AND TIME SERIES DATA ANALYSIS USING STATA
Details
LONGITUDINAL/PANEL AND TIME SERIES DATA ANALYSIS USING STATA
INTRODUCTION
Longitudinal or panel data are multi-dimensional data involving measurements over time. Such data are analyzed using a dynamic model. Dynamic models have become increasingly popular due to their ability to take into account both short and long term effects and unobserved heterogeneity between economic agents in the estimation of the parameter estimates. Stata is very specialized in handling dynamic data.
This training course provides an overview of existing dynamic data analysis techniques. Participants will be taken through a series of illustrative examples, with a theoretical and applied overview. Recent issues in dynamic panel data analysis will also be covered. The course concludes by addressing the issues of; i) non-stationarity in long panels, where the time series (as opposed to cross-sectional) characteristic of the data dominates; and ii) cointegration. The training will pay particular attention (using a combination of both official Stata and user-written dynamic panel data analysis commands) to i) evaluating which specific econometric methodology/specification is more appropriate for the analysis in hand; ii) selection of the appropriate instruments; iii) rigorous post estimation diagnostic/specification testing; and iv) the problems of inference resulted from weak-instrument bias, instrument-proliferation bias and small-sample bias. Special attention will also be given to the interpretation and presentation of results.
DURATION
5 Days
COURSE OBJECTIVES
By the end of this training, participants will become knowledgeable in the following:
Usefulness and problems with Panel Data
Opportunities and challenges of panel data.
Linear models data analysis with dynamic data
Logistic regression models with dynamic data
Count data models with dynamic data
Linear structural equation models with dynamic data
COURSE OUTLINE
Module 1: Introduction
Introduction to Panel Data
• Why Are Panel Data Desirable?
• Problems with Panel Data
• Examples of Time-varying and time-invariant variables
Opportunities and challenges of panel data.
• Data requirements
• Control for unobservables
• Determining causal order
• Problem of dependence
• Software considerations
Module 2:Linear models
• Robust standard errors
• Generalized estimating equations
• Random effects models
• Fixed effects models
• Between-within models
Module 3: Logistic regression models
• Robust standard errors
• GEE
• Subject-specific vs. population averaged methods
• Random effects models
• Fixed effects models
• Between-within models
Module 4: Count data models
• Poisson models
• Negative binomial models
Module 5: Linear structural equation models
• Fixed and random effects in the SEM context
• Models for reciprocal causation with lagged effects
TRAINING CUSTOMIZATION
This training can also be customized for your institution upon request. You can also have it delivered your preferred location.
For further inquiries, please contact us through Mobile: (+254 759 285 295) or Email: [email protected]
REQUIREMENTS
Participants should be reasonably proficient in English. During the trainings, participants should come with their own laptops.
TRAINING FEE
Cost:
In-person USD 900
Payment should be transferred to FineResults Research Services bank account one week prior to the training date and proof of payment sent to [email protected]
For any registration of 3 or more participants; we offer a discount of up to 10%.This course fee covers the course tuition, training materials, two break refreshments, lunch, and study visits for in-person training.ACCOMMODATION
Accommodation is arranged upon request. For reservations contact us through Mobile: (+254 759 285 295) or Email: [email protected]
PAYMENT
Payment should be transferred to FineResults Research Limited bank before commencement of training. Send proof of payment through the email: [email protected]
CANCELLATION POLICY
- All requests for cancellations must be received in writing.
- Changes will become effective on the date of written confirmation being received.
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Schedules
Weekdays | 08:00 AM — 04:00 PM |
Weekdays | 08:00 AM — 04:00 PM |
No. of Days: | 9 |
FineResults Research Services offers training solutions to individuals, communities, governments and civil society organizations, both local and international.
We also provide application-oriented and field-based consultancy services in all aspects of research and evaluations from inception to completion. This includes research designs, designing monitoring and evaluations systems, technical reviews, programme evaluations, questionnaire validation, data collection, data capture, data analysis and report writing. FineResults Research Services is a limited company incorporated under the laws of Kenya. Its head office is in Nairobi Kenya.
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