Two-period multiple panel data analysis

[Fabrizio Quinonez]

Dear Statalisters,

I have several longitudinal microdata for two periods (bi-annual), as shown below:

Microdata	Obs.
Panel Data 2017-2018	14,808
Panel Data 2018-2019	14,862
Panel Data 2019-2020	13,926
Panel Data 2020-2021	12,505

The panel data for the four sets contain the same variables but not the same IDs between panel. For example, in dataset 1), the same households were visited in 2017 and 2018. Then in dataset 2), the same households were visited in 2018 and 2019, but they are not the same households visited in the first set 1).

I would like to run a dynamic estimation for a binary variable. Is there a way to use all the panel data and run a regression that takes into account all four panel datasets and provides coefficients considering the complete information? Or is the only possible option to run separate regressions?

Thank you very much in advance. Any comments or suggestions would be very helpful!

[Carlo Lazzaro]

Fabrizio:
welcome to this forum.
It seems to me that you have a repeated cross-sectional study rather than a panel dataset.

[Fabrizio Quinonez]

Fabrizio:
welcome to this forum.
It seems to me that you have a repeated cross-sectional study rather than a panel dataset.

Carlo:
Thank you very much for the welcome and response. I really appreciate your help. I am a student who always uses STATA, and I am in the process of my thesis. I have panel data or longitudinal data, but only for two periods in each database, which look at a group of the same people over two periods. It is a representative subsample of a national permanent household survey. There are four two-period-panel databases (two years each) from the same country, using the same methodology, and variables but different IDs every three years (i.e., I cannot merge the biannual panel data with another biannual panel data).
I will work with a first-order Markovian process, considering only the previous period. Therefore, the two-year panel data could serve me (of course, it is better to have more panel data periods with the same IDs, but these are the available data).
I would like to run a dynamic estimation for a binary variable. Is there a way to use all the panel data (four two-period panel databases from the same representative population) and run a regression to provide coefficients considering the complete information? Or is the only possible option to run separate regressions (for each biannual panel database)?
Thanks again.

[Carlo Lazzaro]

Fabrizio:
if the IDs changes (because the sampled households change), I do nit think taht you have a panel dataset.
That said, you may want to explore the -svy- suite of commands, that allows you to perform regressions on this type of data.

[George Ford]

Interesting dataset. In a dynamic setting, you could think of having a pooled cross-section database which includes a one-period lag for every observation.