Longitudinal/Panel and Time Series Data Analysis using Stata

Dear all,

RE: Longitudinal/Panel and Time Series Data Analysis using Stata

FineResults Research Services would like to invite you to high impact training on Longitudinal/Panel and Time Series Data Analysis using Stata to be held in Nairobi from 18th -22nd January, 2020

 

Event information

Course Name             :           Longitudinal/Panel and Time Series Data Analysis using Stata

Venue                         :           FineResults Research, Nairobi, Kenya

Event Date                 :           18th -22nd January, 2020

Course Fee                 :           KES 65,000 or USD 800

Registration               :           REGISTER HERE

 

INTRODUCTION

Longitudinal or panel data are multi-dimensional data involving measurements over time. Such data are analysed using dynamic model. Dynamic models have become increasingly popular due to their ability to take into account both short and long term effects and unobserved heterogeneity between economic agents in the estimation of the parameter estimates. Stata is very specialized in handling dynamic data.

This training course provides an overview of existing dynamic data analysis techniques. Participants will be taken through a series of illustrative examples, with a theoretical and applied overview. Recent issues in dynamic panel data analysis will also be covered. The course concludes by addressing the issues of; i) non-stationarity in long panels, where the time series (as opposed to cross-sectional) characteristic of the data dominates; and ii) cointegration. The training will pay particular attention (using a combination of both official Stata and user written dynamic panel data analysis commands) to: i) evaluating which specific econometric methodology/specification is more appropriate for the analysis in hand; ii) selection of the appropriate instruments; iii) rigorous post estimation diagnostic/specification testing; and iv) the problems of inference resulted from weak-instrument bias, instrument-proliferation bias and small-sample bias. Special attention will also be given to the interpretation and presentation of results.

 

DURATION

5 Days

 

COURSE OBJECTIVES

By the end of this training, participants will become knowledgeable in the following:

• Usefulness and problems with Panel Data
• Opportunities and challenges of panel data.
• Linear models data analysis with dynamic data
• Logistic regression models with dynamic data
• Count data models with dynamic data
• Linear structural equation models with dynamic data

 

COURSE OUTLINE

Module 1: Introduction

Introduction to Panel Data

• Why Are Panel Data Desirable?

• Problems with Panel Data

• Examples of Time-varying and time-invariant variables

 

Opportunities and challenges of panel data.

• Data requirements

• Control for unobservables

• Determining causal order

• Problem of dependence

• Software considerations

 

Module 2:Linear models

• Robust standard errors

• Generalized estimating equations

• Random effects models

• Fixed effects models

• Between-within models

 

Module 3: Logistic regression models

• Robust standard errors

• GEE

• Subject-specific vs. population averaged methods

• Random effects models

• Fixed effects models

• Between-within models

 

Module 4: Count data models

• Poisson models

• Negative binomial models

 

Module 5: Linear structural equation models

• Fixed and random effects in the SEM context

• Models for reciprocal causation with lagged effects

 

NB: We are offering you a half day, fun and interactive team building event!

ACCOMMODATION

Accommodation is arranged upon request. For reservations contact us through Mobile: +254 732 776 700 / +254 759 285 295 or Email: [email protected]

 

PAYMENT

Payment should be transferred to FineResults Research Services Limited bank before commencement of training. Send proof of payment through the email: [email protected]

 

Visit our website for more details

 

How to participate

Individual Registration

 

Contact information

Email:[email protected]

TEL: +254 732 776 700 / +254 759 285 295

Website: fineresultsresearch.org/training/

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