Introduction to the German Socio-Economic Panel Study (SOEP) and Applied Survival Analysis

Institution: see Organisers & Supporters

Programme of study: International Research Workshop

Lecturer: PD Dr. Elke Holst (DIW Berlin & University of Flensburg), Andrea Schäfer, SOCIUM/Universität Bremen)

Date: Monday, 28/09/15 (09:00 – 18:00) – Tuesday, 29/09/15 (09:00 – 12:00)

Max. number of participants: 20

Credit Points: 5 CP for participating in the whole IRWS

Language of instruction: English


The German Socio-Economic Panel (SOEP) is a wide-ranging representative longitudinal study of private households. Every year, there were nearly 15,000 households, and about 25,000 persons sampled. The data provide information on all household members, consisting of Germans living in the Old and New German States, Foreigners, and recent Immigrants to Germany. The Panel was started in 1984. Some of the many topics include household composition, occupational biographies, employment, earnings, health, integration, values, personality and satisfaction indicators. The course starts with an overview of the data structure and the research designs facilitated by longitudinal household studies that go beyond conventional surveys (household analysis, intergenerational analysis, life course research, etc.). The aim of the second part of this course is to give an introduction to the topic of survival (or time to event) analysis and use SOEP data to illustrate how to plot non-parametric estimates, test for differences between groups and how to fit a Cox’s semi-parametric proportional hazard model. General statistical concepts and methods discussed in this course include survival and hazard functions, Kaplan-Meier estimator and graph, Cox proportional hazards model and parametric models. Accordingly, we will explore the different types of censoring and truncation. Further, we explore the motivation, strength and limits of Cox’s semi-parametric proportional hazard model. Finally we will recap the basis of parametric models.

Required: intermediate statistical knowledge, basic Stata skills

Recommended literature and pre-readings:

You have to register for the 9th International Research Workshop to participate in this course.