Кафедра высшей математики

The course “Panel data: Analysis and Applications for the Social Sciences” aims to provide students with the theoretical background and practical skills in conducting panel data analysis. The first part of the course gives an overview of multiple regression models. The second part of the course focuses on the methodological tools necessary to succeed in handling panel data, namely, regression models with interaction terms and exploratory longitudinal data analysis. The third part covers fixed-effects and random-effects models. Lectures provide students with the theoretical foundations of panel data analysis. Practical sessions develop data analysis and data visualization skills. Students use RStudio for statistical analysis. At the practical sessions, students discuss the key approaches to handling panel data and illustrate them with different examples from social science research, in particular, economic sociology. Students are given datasets from original studies to replicate the findings and change the model specifications if needed.

Learning Objectives

The course aims to provide students with the theoretical background and practical skills in conducting panel data analysis. Specifically, the learning objectives are as follows: to enable students to choose appropriate models for panel data analysis; to develop data manipulation and visualization skills; to enable students to implement linear panel models in RStudio
The course aims to provide students with the theoretical background and practical skills in conducting panel data analysis. Specifically, the learning objectives are as follows:  to enable students to choose appropriate models for panel data analysis  to develop data manipulation and visualization skills  to enable students to implement linear panel models in RStudio

Expected Learning Outcomes

By the end of the course students are expected to apply fixed- and random- effects models to analyze panel data, to interpret the results, to have data visualization skills and skills in implementing the afore-mentioned methods by using RStudio in the context of panel data analysis. Students will learn the advantages and limitations of different approaches to panel data analysis. This knowledge will help students choose a set of appropriate statistical tools to test their research hypotheses.

Course Contents

Introduction. Linear regression analysis
Data manipulation. Supplementary tools for panel data analysis
Interaction terms in regression analysis
Fixed-effects models
Random-effects models VS Fixed-effects models

Assessment Elements

Quiz 1
Quiz 2
Home Assignment 1
Home Assignment 2
Seminar Activity
Essay

Interim Assessment

2022/2023 3rd module
0.15 * Seminar Activity + 0.15 * Home Assignment 1 + 0.25 * Essay + 0.15 * Quiz 1 + 0.15 * Quiz 2 + 0.15 * Home Assignment 2

Bibliography

Recommended Core Bibliography

Charles N. Halaby. (2003). Running Head: Panel Models Panel Models in Sociological Research: Theory into Practice. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.72A0015F
Анализ панельных данных и данных о длительности состояний : учеб. пособие, Ратникова, Т. А., 2014

Recommended Additional Bibliography

Эконометрика. Начальный курс : учебник для вузов, Магнус, Я. Р., 2001

Panel Data: Analysis and Applications for the Social Sciences

Преподаватель

Course Syllabus

Abstract