SC968-7-SP-CO: Panel Data Methods
Essex credit: 20
ECTS credit: 10
Available to Study Abroad / Exchange Students: Yes
Full Year Module Available to Study Abroad / Exchange Students for a Single Term: No
Outside Option: No
Dr Renee Luthra
Dr Renee Luthra
Michele Hall, Graduate Administrator, Telephone 01206 873051, Email: email@example.com
|Module is taught during the following terms
Aims of the course
This course gives students a practical grounding in the theory and methods of panel data analysis. It has the following key aims:
* To allow students to interpret and critically assess published studies using panel data
* To provide students with the skills and confidence to manipulate panel datasets on their own in the future
* To give an overview of different approaches to panel data analysis
* To develop practical skills in selecting and conducting different types of panel data analysis
* To provide an opportunity for students to compare results of analysing the same data with different panel methods
* The course includes a review of standard regression methods (OLS, logit and probit) and covers longitudinal data manipulation, transition matrices, continuous and discrete fixed and random effects models, and survival analysis.
Learning and Teaching Methods
Each lecture is followed by a lab-based session where students will use Stata to implement the methods covered in the lectures. Please note that this is an intensive course, and most students will need to spend several hours in the lab each week, in addition to these scheduled sessions, in order to cover the work.
The data used will be a subset from the British Household Panel Survey (BHPS), and the exercises will involve the sort of analysis that professional social scientists might need to undertake.
Most sessions will build on the work of a previous session; it is therefore important that students keep copies of all their do-files and outputs.
Students should already be familiar with the fundamentals of Stata, including:
* basic data management techniques
* working in interactive and batch mode
* basic analytical techniques such as OLS, logit and probit
If you are unsure about your competence in Stata, please talk to the course tutors well before the start of the course.
A review of concepts for regression modeling, or what you should know already
Understanding and using panel data: introduction and management
Understanding and using panel data: merging files and weights
Panel data methods I: transition matrices, lagged and first difference models
Panel data methods II: Fixed effects and random effects models
Reading week: readin and evaluating published panel data studies
Fixed and random effects models - properties, tests and specification issues
Panel data methods III: Event history analysis
Event history analysis - properties, tests and specification issues
Review and sum up
In Class Test
100 per cent Coursework Mark
One piece of directed applied coursework using Stata.
2:00 hour in-class test in week 2631
Other Assessment Details:
In class test:
2.00 hour in class in week 31
In class test:
2.00 hour in class in week 23
- Please see module outline on moodle