The cross-section tag has no wiki summary.
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Help on block factors and covariation
Hi guys I have a experimental design exam tommorow and I was going over the past exam and this question came up. I dont know how to solve this. I am not really good when it comes to simple statstical ...
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48 views
Analysis of survival data using binomial GLM with offset
We are interested in determining whether there's an association between frequency of screening visits and cancer outcomes and whether that differs by race. We have Medicare data to analyze this. ...
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143 views
Regression with multiple endogenous regressors instrumental variables and interaction terms
I am running an two regressions one with a binary dependent variable (y) and one categorical.
My data is cross sectional so to deal with issues around causality, endogeneity (reverse causality) and ...
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47 views
Is stationarity a concern in cross sectional models?
If a cross-sectional model that has non-stationary variables is re-estimated at each use (quarterly), is non-stationarity still an issue?
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1answer
694 views
Newey-West standard errors with cross-sectional OLS?
Consider the cross sectional:
$Y_i = a + b X_i + e_i$
where I have reason to believe that $E[e_j e_k] \not= 0$ for a concerning number of $j\not= k$.
What happens if I use a serial correlation ...
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158 views
What is cross section in “cross section of stock return”?
Can somebody give the definition of cross section in "cross section of stock return"?
Thanks
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3k views
How to perform pooled cross-sectional time series analysis?
For 86 companies and for 103 days, I have collected (i) tweets (variable hbVol) about each company and (ii) pageviews for the corporate wikipedia page (...
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1answer
176 views
Performing a GLS cross-sectional regression using R
Is there a function in R that could perform GLS cross-sectional regression for multiple cases all at once?
For example, when regressing stock returns over beta for 100 stocks over a 10-year time ...
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1answer
285 views
Validity of pseudo-panel data constructed from repeated cross sectional data as a panel data
I am looking at the repeated cross-sectional data from federal reserves, which has both panel data and repeated cross sectional data at different time-points,e.g. 2007-2009 is a panel while 2010 is a ...
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Advice needed on cross-sectional time-series with two levels
As more and more data (e.g., Census, health, labor) becomes available with outcomes at the household-level on randomly selected households each year (or every other year) that can be paired with ...
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78 views
Modern and practical methods for forecasting time series cross section data
I have a data array $X$ which is of size $T \times N \times K$, where $T = 1500$, $N = 1500$ and $K = 10$.
Physically, the 1st index $1, 2, \ldots, T$ denotes days, while the 2nd index $1, 2, ...
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157 views
Checking a panel unit root test in R done manually
I have spent much time looking for a special package that could run the Pesaran(2007) unit root test (which assumes cross-sectional dependence unlike most others) and I have found none. So, I decided ...
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2answers
273 views
Residual analysis of cross-sectional time-series forecasts
I have forecasts and actuals for panel data (i.e. time-series cross-sectional data). The forecasts are already generated and provided by some source outside of R. I'd like to evaluate the quality of ...
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1answer
224 views
Second moment of draws from a multivariate normal covariance matrix
Suppose I have an $N\times N$ covariance matrix that describes a multivariate normal joint distribution.
Now take 100,000 draws of the covariance matrix. I measure the variance of values for each ...
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255 views
Random Forests / adaboost in panel regression setting
Tools such as random forests or adaboost are powerful at solving cross-sectional binary logistic problems or prediction problems where there are many weak learners. But can these tools be adapted to ...
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1answer
53 views
How to model the relationship between number of subjects per group, derived using standard power analysis methods, and study specific parameters
I am interested in estimating how many subjects should be included in a brain imaging study. Although the design is a fairly straight forward cross-sectional comparison, there are a number of ...
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1answer
820 views
Cross-section and fixed effects models
Imagine 2 models: 1 for production, 1 for revenue, have cross-section and time dummies.
Is it permissable to use CS in one and time in the other? How do I justify this? F-test for fixed effects is ...
