Cross section data is drawn at a single point in time as a sample of many different units from a certain population.

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In-sample and out-of-sample prediction [on hold]

I am going to forecast delta of profitability (Expected - long-run). I use several estimation : OLS and LOGIT. The approach is cross-sectional, so sustainability is assessed by reference to averages ...
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20 views

Using several cross-sectional regressions (for different years) vs. a single fixed-effects panel model

I have what I think is a relatively simple question about the merits of performing a single panel regression with fixed effects as opposed to individual yearly cross-sectional regressions with the ...
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8 views

Analyzing repeated cross-sectional surveys

I'm planning analyses for a substance abuse prevention media campaign and the funder is interested in looking at change over time in perceptions and attitudes towards drug use. We will take a sample ...
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19 views

Regression models with several samples of the same people

I am trying to implement some regression models with my data of 56 features x 1500 samples to fit a response variable of 1x1500 and I am hesitating about the statistical validity of what I am trying ...
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30 views

Analysis for panel data

I have data by year, variables, and Metropolitan Statistical Area (MSA) for the state of Pennsylvania for the following variables for years 2000-2014: y = birthrate of firm/population of MSA x1 ...
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1answer
18 views

Simple cross-tabulated data and probability

I saw this question which I found confusing: Suppose 400 people are surveyed. For each person, they flip a coin and if it lands heads they are asked, A: Are you a student? otherwise they are ...
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23 views

difference in difference cross section or panel

Hello so i am doing some econometric on inflation targeting. What do you recommend I use if I am doing difference in difference with CPI quarterly: the method of collecting data on should it be cross ...
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1answer
42 views

cross-sectional data : regression model

I'm using a cross-sectional dataset ( just one point in time) and want to use a regression. In literature, mostly an OLS regression or a regression with fixed or random effects were used. However, I ...
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38 views

Logistic fixed-effects model with group-dummies

I have cross-sectional data with ~800 individuals nested within 6 countries, across 3 time points. Each individual is sampled only once, so time is cross-sectional here too. The number of individuals ...
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46 views

DiD Matching with Time-Varying Treatment and Repeated Cross Sectional Data

I am conducting research on the effect of modularizationg (dividing courses in modules) on early school leaving (dummy variable where 1 = left school prematurely). I would like to match my treatment ...
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36 views

second genration panel unit root tests

I'm conducting panel data analysis in Eviews-9 Fistly, I have obtained the result that the data in my study is cross-sectionally dependent. (there exists cross-section dependence) Therefore, I ...
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44 views

How to implement a two-level beta regression?

I am working with Time-series Cross-section data and my response variable is a proportion ranging from 0 to 1 (including 0 values but no 1s observed). Beta regressions, and especially the ...
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24 views

statistical tests for case-control studies on malnutrition

I got some data containing sociodemographic information (e.g. Age, level of education, BMI, type of employment) about mothers of malnourished and well-nourished children. I am trying to design it as a ...
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3answers
191 views

What level should I cluster at in my regression?

So I am running a pooled OLS. My dependent variable is house prices, and my main explanatory variables are job creation and distance to job creation, plus a raft of control variables. The housing ...
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1answer
67 views

Structuring data for ticket sale analysis

I have some experience doing statistical analysis but most of it has been practiced using data formatted specifically for that type of regression/analysis. I now have my own data set but I'm at a loss ...
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1answer
77 views

Statistical differences between longitudinal and cross-sectional data

I would like to start a follow-up discussion to an existing question on cross-validated: Difference between longitudinal design and time series. Most of the answers there tend to make distinctions ...
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86 views

Is serial and cross-sectional correlation a problem for random forest?

I apply random forest on panel data (many countries over many years). I was wondering whether serial correlation (i.e. the value of a time series depends on its value in previous periods) and ...
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7 views

Separate-Sample versus Pooled-Sample Estimation of Interactive Effects

I have a question regards pros and cons for Separate-Sample versus Pooled-Sample Estimation of Interactive Effects, when alayzing group differences. For instance, I am interested in the effect of a ...
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1answer
33 views

In linear regression, what is the difference between controlling for a random variable and standardizing the DV by that random variable?

I am working on a project where my dependent variable is the number of violent events in a given city. It is obvious that cities that are highly populated are going to have a higher number of these ...
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1answer
60 views

Modeling repeated measures of cross-sectional county level data

I'm currently preparing an analysis project and am wondering people's thoughts on how to best model these data. I have 8 waves of data from a statewide random sample of 6, 8, 10, & 12 graders that ...
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25 views

How should I interpret the results of these two models?

I have a panel data set with two time points: t and t+10. I first ran cross-sectional models for data at t and t+10 separately Y = a + bX b is statistically significant in both models, indicating X ...
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1answer
36 views

Variables for Local Economic Environment

I'm working on a regression to explain store sales (cross section data over a number of stores in one time frame only). Some of my variables are 'min distance to competitor x'. However, the results ...
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65 views

Time-series cross-sectional classification problem

I have a time-series cross-sectional dataset consisting of 100 individuals that each had 4 features measured yearly for 21 consecutive years. One of the features is binary and the other three are ...
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36 views

Autocorrelation for Time-series Crossection data

I am examining whether the market reaction (Y) is influenced by a number of X's variables. My data is gathered per firm at time t. If I understood correctly, this is called Time-series Cross-section ...
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12 views

Ask about measure pretest posttest in different groups

My team members are going to have a blood donation campaign and we would like to see whether the campaign has significant social impact. A group of people will be randomly asked to answer a ...
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19 views

Assessing dependencies

I am looking for a method to assess the dependencies between random variables (cross sectional data). I know that I can use copulas models, but I'd like to see if there are any other alternatives.
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66 views

Test whether cross-sectional dependence in panel data follows known (network/spatial) structure

I want to test whether cross-sectional dependence in one specific variable (y) in panel data format follows a known structure (W) (e.g. network, spatial dependence), after controlling for individual ...
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1answer
665 views

Causal inference from Cross sectional study

As far I know that, causal inference can make for longitudinal study. Is their anyway way to make causal inference from cross sectional study design? If yes, how can I do this? Please share if any ...
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1answer
52 views

Interpreting OLS Cross-Sectional Macro Data

I have the following model: $y=a_0+a_1(x_1/z_1)+a_2(x_2)+e $, where $y$ = the average log of variable y, $x_1$ = the average ratio of $ x_1/z_1 $, $x_2$ = is the averae log of the variable $x_2$. ...
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373 views

Analyzing Independently Pooled Cross Sectional data (TIme series)

I am new with time-series data analysis. It seems that there is some confusion in terminology (Panel, and time-series cross-sectional). But my question is general in nature. How do I analyze a ...
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58 views

can individuals resampled in reoccurring cross section surveys be considered as panel dataset?

I have data from a reoccurring cross sectional firm survey, For every year a new sample was selected ( with replacement between years). The data is identified, so I can see the subset of firms appear ...
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164 views

Is there any difference between pooled cross section and pseudo panel data?

I have a 17 years (1997 - 2014) of data from independents surveys. It's a large dataset (with around 1.2 million observations), which I'm using to measure the effect of distance on unemployment ...
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2answers
230 views

What to call exponentiated coefficients from a Poisson/negative binomial regression of cross-sectional data

In epidemiology, exponentiated coefficients are often reported as odds ratios, relative risks/ incidence rate ratios or hazard ratios. In the analysis of cross-sectional data using Poisson/negative ...
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1answer
250 views

Avoiding spurious regression with cross-sectional data

I have been reading everything I can get my hands on about spurious regression but can't seem to definitively find out what is best in regressing cross-sectional data including non-stationary ...
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1answer
81 views

type of study and sample size

I'm a medical student and for my thesis I'll study some features of the retina in patients in neurodegenerative disorders (Parkinson, Alzheimer) compared with controls. We are not going to make a ...
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19 views

probability life similarities in a population cross section

I have just read up on Bouchard's Minnesota Twins study that turned up some amazing identical similarities in the lives of some identical twins reared apart. Both had same jobs, married and divorced ...
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1answer
655 views

Time Series Cross Sectional Analysis and Forecasting With R

cty time tl Argentina 2009_Q4 3 Argentina 2010_Q1 2 Argentina 2010_Q2 7 Argentina 2010_Q3 7 Argentina 2010_Q4 10 Argentina 2011_Q1 7 Argentina 2011_Q2 7 Argentina ...
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1answer
87 views

Help with determining model for cross-sectional data where all variables are dummies

I am currently working on my dissertation project where my data are essentially all dummies. From my dependent to my independent variables, everything is a dummy variable (0,1), at least for the ...
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19 views

How to test multiple group mean different than unconditonal mean using regression?

Let's say we have N apples from multiple vendors (A, B, C, D) and want to test if mean weight of each vendor group different than unconditional mean weight. I know I can use cross sectional dummy ...
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199 views

Cross-Section Dummy Variables in a Logistic Regression

first of all - I am not really into regression analysis (I have performed some linear regressions) and my statistic/econometric skills are more or less elementary. I have panel data (several ...
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1answer
348 views

Interpreting transformed dependent and independent variables [duplicate]

How would I interpret a transformed dependent variable (4th root) with some of its predictor variables transformed as well? In our study, we transformed our dependent variable to 4th root, ...
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295 views

Interpreting coefficients of Regression Model (Mincer Model)

Hi all, I am an undergraduate student who is currently doing an assignment. I am now facing a few problems which are:- 1) Age is usually a positive return to wage, but in my regression output, ...
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109 views

Cross correlation in Stata

I have a cross sectional dataset of investment figures (in $) and a set of dependent variables. The data relates to various years (2000-2013). More than one investment is included in the dataset for ...
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100 views

Error in variables problem and maximum likelihood estimation in R

I am estimating cross-sectional regressions - fragment: lm(rate~liqamih.log+cap.log+F1+F2, data=x) of the R code listed below. F1 and F2 are the coefficients estimates of time series model. In ...
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1answer
111 views

Accounting for post-intervention bias following propensity matching

Using a large, cross-sectional survey of victims of violence, I am interested in testing the effect of alcohol intoxication (let's call it the 'treatment') on victims' subjective rating of the ...
2
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1answer
406 views

How do you specify a binary time-series-cross-section model in lme4?

I have a standard binary time-series–cross-section (BTSCS) model that I would like to specify as a mixed effects model using the lme4 package. I've read elsewhere that time-series–cross-section (TSCS) ...
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2answers
308 views

Why is using cross-sectional data to infer / predict longitudinal changes a Bad Thing?

I'm looking for a paper which I hope exists, but don't know if it does. It could be a set of case studies, and / or an argument from probability theory, about why using cross-sectional data to infer / ...
2
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1answer
1k views

Shanken (1992) correction for t-statistics

I have done a cross-sectional regression of time-series average returns on estimated Betas (over the same time horizon) to determine average premiums. So far so good. But I was told that the standard ...
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376 views

What does “Fama-MacBeth logit regressions” mean?

On page 10 of this paper the author states that In this section, I use monthly Fama and MacBeth (1973) logit regression [...] to examine the type of forecast. My question(s) are: what does ...
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130 views

Inconsistent results using Bayesian Model Averaging for model selection?

I have attempted to use Bayesian Model Averaging (BMA) as method to give guidance in the decision to include/omit factors in the linear factor stock return model: $$r^i = X \beta^{i} + \epsilon^{i} ...