Introduction to Regression Models for Panel Data Analysis

Abstract

This workshop provides an introduction to the analysis of panel data (sometimes called cross-section time-series data) using Stata statistical software. The focus is on the linear error components model. We cover what differentiates panel data from other longitudinal data, why use panel analysis techniques and how to use Stata’s “xt” suite of commands to facilitate data exploration and analysis. The workshop introduces linear fixed effects models (in three flavors), random effects models, and Allison’s (2009) hybrid model. Participants may have the opportunity to follow along using a small example dataset.