A Practical Guide to Using Panel Data

By: Simonetta Longhi, Alita Nandi

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eText | 1 December 2014 | Edition Number 1

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This timely, thoughtful book provides a clear introduction to using panel data in research.

It describes the different types of panel datasets commonly used for empirical analysis, and how to use them for cross sectional, panel, and event history analysis. Longhi and Nandi then guide the reader through the data management and estimation process, including the interpretation of the results and the preparation of the final output tables.

Using existing data sets and structured as hands-on exercises, each chapter engages with practical issues associated with using data in research. These include:

Data cleaning
Data preparation
Computation of descriptive statistics
Using sample weights
Choosing and implementing the right estimator
Interpreting results
Preparing final output tables
Graphical representation

Written by experienced authors this exciting textbook provides the practical tools needed to use panel data in research.

Industry Reviews

This book is exactly what I have been looking for in my teaching, as a valuable guide for graduate and advanced undergraduate students who are thinking of tackling panel data but feel overwhelmed by how complicated it seems compared to working with standard cross-sectional datasets. The authors nicely combine discussion of general statistical principles with lots of example Stata code demonstrating many types of analysis. Critically, the book tells students and researchers not only how to carry out analysis but shows how to prepare and manage panel data.