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Panel-Data Analysis Using Stata

May 11, 2021 : 16:00 - May 14, 2021 : 19:30 CEST

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This course provides an introduction to the theory and practice of panel-data analysis. After introducing the fixed-effects and random-effects approaches to unobserved individual-level heterogeneity, the course covers linear models with exogenous covariates, linear models with endogenous variables, dynamic linear models, and some nonlinear models. A quick introduction to the generalized method of moments estimation technique is also included. The differences between the individual-specific and population-averaged interpretations are discussed throughout the course. Concepts are extensively illustrated using exercises and examples worked in Stata.

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15% discount for group enrollments of three or more participants.

Course leader

Chris Cheng portrait Chris Cheng is a staff econometrician at StataCorp LLC. He has a master’s degree in economics and a PhD in agricultural and managerial economics at Texas A&M University. He has worked with technical support since 2019. Chris frequently interacts with users about technical questions and gives webinars and training courses. His interests focus on demand analysis, panel data analysis, and other econometrics.

Course topics

  • A quick introduction to Stata
  • Overview of basic regression analysis
  • Estimators for linear models that require random effects
  • Fixed-effect estimators for linear models
  • Instrumental-variables estimators
  • Hausman–Taylor Models
  • Models with endogenous variables
  • Dynamic panel-data models
  • The Arellano–Bond estimator
  • The Arellano–Bover/Blundell–Bond estimator
  • Random- and fixed-effects estimators for binary models
  • Random- and fixed-effects estimators for count-data models


A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.

Time and Dates

  • May 11-14, 2021
  • 16:00 – 19:30 CET (3 – 6:30 PM UK/GMT)


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May 11, 2021 : 16:00 CEST
May 14, 2021 : 19:30 CEST
Event Category:




StataCorp LLC
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Event Conditions

Course registration is binding. Upon cancellation more than 8 working days before the course start date, we invoice 50% of the course fee. Upon cancellation less than 8 working days before the course start date, we invoice the full course fee. Click here to read the full Terms and Conditions!