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A Practical Guide to Using Panel Data

A Practical Guide to Using Panel Data

December 2014 | 344 pages | SAGE Publications Ltd

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.

Why Panel Surveys
Different Types of Panel Surveys
A First Look at the Data Using Stata
Preparing the Data for Longitudinal Analysis
Working with Multiple Datasets
Identifying Household Members and Matching Information of Spouses and Partners
Sample Design, Non-response and Weights
Analysis of Cross-Section Data
Analysis of Panel Data for Continuous Dependent Variables
Analysis of Panel Data for Discrete Dependent Variables
Introduction to Duration Analysis
How to Use Retrospective History Data Files: an Example
Analysis of Event History Data
Producing Output Tables and Graphs

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.

Nick Allum
Professor in the Department of Sociology, University of Essex

This is a unique and refreshing resource in the field of panel data analysis of individuals and households. The book takes the reader by the hand and covers the whole of the research process. In doing so, it provides solutions to very relevant issues faced by longitudinal research practitioners in their day-to-day work lives, striking a fine balance between substantive and practical advice. A must have for researchers, instructors and students interested in the analysis of household panel datasets.

Francisco (Paco) Perales
Institute for Social Science Research, The University of Queensland

This is an excellent practical guide to carrying out analysis of individual level panel surveys. Providing the reader with everything they need to know and written with exemplary clarity, it works through issues and approaches in a logical way yet without oversimplifying. I would recommend anyone contemplating analysis of a panel study, whether for an MSc dissertation, a PhD or an academic experienced with cross-sectional data to read – and use -  it.

Lucinda Platt
Professor in the Department of Social Policy, LSE

Simonetta Longhi and Alita Nandi’s book is a clear and comprehensive guide to panel data in all its complexity. It is a must for any researcher interested in using one of the household longitudinal studies The book is full of useful advice with abundant examples of Stata programs and techniques. I will be recommending it to colleagues and students alike.

Amanda Sacker
Professor at the International Centre for Lifecourse Studies in Society and Health, UCL

This volume is a fantastic addition to the growing social science literature on aspects of quantitative data analysis and should feature on the reading list for any post graduate statistics course in the social sciences. This will be a prerequisite wherever the analysis of panel data is taught for many years.

Kevin Ralston, University of Edinburgh
International Journal of Social Research Methodology

I recommend this book to my library and my students. Also I recoomend to my coworkers.

February 21, 2016

Excellent to support students during my class even if when I'm teaching more advanced subjects.

Dr Ana Lorga
Management , ULHT, Lusofonia University
September 29, 2015

Excellent to support students during my class even if when I'm teaching more advanced subjects,

Dr Ana Lorga
Management , ULHT, Lusofonia University
September 29, 2015

This book is very clear and intuitive. It is a very nice introductory book to econometric issues and Stata users, especially for all those not familiar with econometric softwares.

Dr Paulo Mourao
School of Economics & Management, University of Minho
July 2, 2015

Panel data analysis is an important field of statistics and methodology, with lots of practical applications. Too often this topic is omitted or left to a short chapter in statistical books, so “a practical guide to USE PANEL DATA” could be very useful for whoever wanted to go into the topic.

A practical guide to USE PANEL DATA (by S. Longhi and A. Nandi)
It is one of the few books on this subject which links together methods, concepts and practical examples. The mix is a perfect choice for those who want to learn about “panel data”. The book is really complete; in fact the topic is explored in all the phases: from the data collection and managing, to the statistical analysis, to the results interpretation and presentation. Several methods to analyze panel data are presented, depending by the type of the study, the type of the variables. Moreover there are many examples in Stata, a famous and very used software, which helps the reader to put into practice the concepts explained. For those who are not confident with Stata, a short introduction is available in the book.
At the beginning of each chapter there is the”AIM” which helps to understand what the chapter is focus on, while, at the end there are key points and suggestions for further readings.
The presence of a Glossary is very useful when the reader does not remember the meaning of a specific term and want to refresh some concept.
For those who are interested in conducting some analysis it is possible to use the on line appendix which I hope will be keep updated in time.
In a welcomed reprint of the book it would be useful to find more exercises at the end of every chapter which lets the readers deal with all the commands, the methods and the analysis learned in the chapter.

Professor Gabriele Messina
Molecular and Developmental Medicine, University of Siena
August 4, 2015

Sage College Publishing

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