EH239-7-SU-CO:
Longitudinal and Panel Data Analysis
2022/23
Essex Summer School in Social Science Data Analysis
Colchester Campus
Summer
Postgraduate: Level 7
Current
Monday 24 April 2023
Friday 30 June 2023
30
03 February 2023
Requisites for this module
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Statistical models can be applied to longitudinal data. Chronological sequences of observations --time series data-- allow us to examine the movement of social science variables over time (e.g., public opinion, government policy, judicial decisions, socioeconomic measures), allowing analysts to estimate relationships between variables and test hypotheses. Data collected over both units (e.g., survey respondents, states, countries) and time (e.g., days, months, years) --panel data-- are common in the social sciences. By gaining leverage across units and over time, these data help us answer important questions that would be difficult if we only looked at a single point in time (e.g., cross section). Despite these advantages, longitudinal data often show forms of heterogeneity as well as temporal and spatial dependence that make standard regression approaches inappropriate.
The course will provide a comprehensive discussion of the fundamental concepts in time series analysis, including: autoregressive, moving-average and unit-root processes; trending, cycling and structural breaks; weak dependence; and the three most important assumptions underlying longitudinal estimates of models, stationarity, exogeneity and balance. It will also provide a broad understanding of panel data analysis, including: the structure and properties of panel data; spatio-temporal dependence; approaches to addressing spatial heterogeneity, such as random and fixed effects; and testing for and modeling dynamics. Throughout, we will also discuss several smaller topics in longitudinal data.
A sound background in linear regression models is assumed but prior training in longitudinal data analysis is not required. The course will make use of basic algebra. The lab component of this course will employ Stata. Some familiarity with Stata would be helpful but for those without that familiarity, labs notes will provide a brief introduction.
No information available.
No information available.
Pre-class preparation
For those that would like a mathematics refresher:
Wooldridge, Jeffrey. 2012. Introductory Econometrics: A Modern Approach. 5th ed. Mason, Ohio: Thomson/South-Western, Appendix B.1- B.4.
Gill, Jeff. 2006. Essential Mathematics for Political and Social Research. Cambridge: Cambridge University Press, 5.1-5.3
Participants will want to obtain:
Pickup, Mark. 2014. Introduction to Time Series Analysis. Quantitative Applications in the Social Sciences, (QASS) Series. Thousand Oaks, California: Sage Publications, Inc. (this will be provided by ESS)
Hsiao C. 2014. Analysis of Panel Data, 3rd Edition. New York, NY: Cambridge University Press. (this will be provided by ESS)
Module information will be made available at https://essexsummerschool.com/.
Please contact essexsummerschoolssda@essex.ac.uk and govpgquery@essex.ac.uk with any queries.
No information available.
This module does not appear to have a published bibliography for this year.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Coursework |
Assessment one |
|
50% |
| Coursework |
Assessment two |
|
50% |
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
No
No
No
Available via Moodle
No lecture recording information available for this module.
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