Panel data analysis using Stata®

Last update: November 28, 2007

Organizer: Metrika Consulting

Date: February 2, 2008,

Place: Stockholm

Language: English

Deadline: Sign up before January 26, 2008

Cancellation policy: If you have signed up and need to cancel, you do not need to pay any fee if you cancel more than 11 days before the course starts (the dead-line for signing up). You will need to pay half the fee if you cancel less than 11 days before the course starts.

Price: 3000 SEK, excl. VAT.

Registration: Just write an email to Metrika Consulting


Nicola Orsini
The National Institute of Environmental Medicine,
Karolinska Institutet, Stockholm, Sweden.
Phone: +46 8 52487837

Course description

This course focuses on application of methods for analyzing panel/longitudinal data (help xt), a common form of data in microeconomics, macroeconomics, finance as well as epidemiological follow-up studies and clinical trials. The feature of panel/longitudinal data is that measurements taken on the same units through time are likely to be correlated. Therefore, we will focus on Stata commands that help to manage and handle such data and to describe changes of the response variable over time, and to take into account the correlation structure among repeated measurements. The course covers many well-established methods for the analysis of panel data when the response variable is continuous.


An introductory course in biostatistics and a good background in linear regression analysis are prerequisites for this course. Familiarity with Microsoft Windows will be assumed. Students will gain the familiarity with Stata by practicing.

Preliminary outline of the course

Morning session

  • Brief introduction to Stata
  • Basic dataset operations (merge, append, collapse)
  • Handling date functions
  • Basic descriptive statistics, covariances and correlations
  • Reshape wide and long format

Afternoon session

  • Response profile analysis (Plot trends over time)
  • Intraclass correlation
  • Linear mixed-effects models
  • Testing variance components
  • Testing and interpreting interactions
  • Modeling the change of the response variable

  9:00 - 12:00 Morning Session
12:00 - 13:00 Lunch
13:00 - 16:00 Afternoon Session

The students will have their hands on a keyboard with Stata running troughout the learning sessions. Each learning session will give equal weight to tutorials and practical exercises.

Course material

Lecture notes, datasets, exercises, and solutions will be available here for the students.

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