Panel data refers to multi-dimensional data frequently involving measurements over time in econometrics. It is also called longitudinal data in biostatistics.

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five year average panel regression

I'm considering a dynamic panel data and as an estimation method the first-difference and system GMM. I have a panel data from 2001 to 2011 for 60 countries and I want to average my data over a 5 ...
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How to obtain a detrended variable in a panel dataset in Stata

I have a panel-dataset which includes companies (different variables) and their salaries over the time period from 2004 to 2014. The salaries are not given in absolut numbers, but in relative numbers. ...
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10 views

Are my lead/lag-variables biased by repeated events?

I calculate the effect of three lead- and lag-variables of an event on my dependent variable. But I know that this event occasionally happens repeatedly, one year after another, two, three years after ...
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13 views

Cross country OLS regression

Need help as this is my very first experience with panel data.I am studying impact of stock market on economic growth(GDP per capita). for that, panel data consisting of 60 countries from 2001-2011 ...
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6 views

Non Temporal Panel Data

I have a conceptual doubt. I have a data set where many observations have been recorded from a particular village. And i have strong reason to believe that the dependent variable is strongly affected ...
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18 views

Advantages/disadvantages of using multiple periods in a panel dataset

I am using panel data with individual-level fixed effects (i.e. I have one observation per person per period, multiple periods, and am including a fixed effect on the individual to control for ...
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13 views

Panel estimation - all variables required to be stationary?

I am using fixed and Tobit estimator using panel data. As a result of the panel stationary test, one of the independent variables seems to have a unit root though its first difference is stationary. I ...
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29 views

Insufficient number of observations in cross-sectional dependence tests in Stata

I am analyzing the impact of 3rd and 4th division soccer teams (1), their stadiums (2), and their affiliation to 1st & 2nd division teams VS. independence (3) on per capita GDP on county-level ...
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15 views

Difference-in-Difference with Heterogeneous Effects

Suppose that I have the following two group two time Difference-in-Difference model: $Y_{it}=\alpha_{0}+\alpha_{1}*d_{t} + ...
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12 views

Alternative kind of transition matrix for 30 time points?

I have a panel data set with 30 time points. At first I calculated a transition matrix for all 30 years for my economic quintiles. The results of this table are very reasonable but I would think that ...
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19 views

Which regression model to use for a probability as dependent variable? [duplicate]

My dependent variable is a probability. As such, values lie between 0 and 1. The most common values are 0, 0.5, and 1 each occurring in 20% to 30% of the observations but any value in between is ...
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29 views

P-value very high

enter code hereI have runned a fixed-effects analysis in stata for a panel regression and obtained the following result with an extremly high p-value. I dont know ...
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8 views

How do you create new grouping variables when restructuring longitudinal data in R? [migrated]

I've been reading through the documentation on the reshape2 package in R and other packages for restructuring data from the wide to long formats and vice versa. ...
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13 views

Measuring quality outcomes? Which Model?

I aim to do a regression model responding to the quality of service in department stores. The depedent variable is: Response time for average customer The independent variables is: 1. Staff/number ...
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17 views

Analysing the difference between time series

I have several sets of experimental results. Each set of results is composed of ten time series. Only one variable is changed between the sets of results. The changing of a variable $V$ makes the time ...
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1answer
21 views

Correlation over time in a group of subjects with repeated measures

I have a dataset on two disorders, one measured on a continuous scale, and one with three categories (which can be collapsed into a yes/no variable if necessary). The two disorders have been measured ...
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1answer
19 views

Number of lags for a unit root test

I have some panel data and am suspicious of presence of unit root. As the dataset is unbalanced, I would like to use the xtunitroot fisher command in Stata. Is ...
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9 views

Panel Data or Pooled Cross section methods

Hi have a data set which follows the following format There are 600 counties and over 100 observations per county. There a 4 covariates and the dependent variable is binary. .I suspect strong local ...
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16 views

Secondary moderating effect in limited dependent variable models and graphical ilustration

As part of my research I am using a dynamic random effects discrete choice model. To make it more concrete, I am researching performance persistence with firm level data. I regress a limited ...
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23 views

Diagnostics and residual analysis for Poisson regression

Recently, I was asked to check for serial correlation after doing a panel Poisson regression. I haven't seen such a test and in general, researchers (at least in the econom(etr)ics literature) don't ...
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15 views

Testing cross-sectional dependence and serial correlation for Panel Data

Nature of the data is a balanced panel of non-overlapping 5-year data of 7 countries from 1980 to 2010. I have read that the Breusch-Pagan test and the Wooldridge test is not well applied for a ...
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25 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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20 views

Which panel unit root tests should I use? Panel of 7 countries and 7 years

I have a balanced data of 7 years and looking into 7 countries. There are many panel unit root tests to be used. I am looking at using the Fisher-type and IPS tests but there are more than that and I ...
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16 views

Best method to use to examine stability of model-based clusters over time (longitudinal)

I used the mclust package in R to develop model-based clustering. I now have clusters, and have reported on these clusters. In a few months, I will have data for the same variables with the same ...
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18 views

Permanent and temporary shock income, variance decomposition

I have a balanced panel data (N= 190, T=5) on income and personal characteristics of the householder. I would like to estimate the coefficients and variances of a temporary and of a permanent income ...
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11 views

how to model and implement bayesian change point with longitudinal data

I am working on Bayesian change point of Poisson data with different identities that is longitudinal. I have understood to degree the hierarchical structure of the posterior with hyper priors for data ...
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2answers
63 views

Difference in Difference with control - common trend interpretation

I have a question concerning the interpretation of the common trend assumption in a very specific case of diff-in-diff. I am using a panel to find the effect of a treatment (on houesehold level) on ...
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14 views

Panel data: Effect of change in IV

I want to find out if there is effect of marital transition (from married to widowed) on self assessed health with 3 wave panel data (unbalanced panel). My question is: What is the correct way to find ...
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14 views

What type of panel regression is this

For the following equation $$ Y_{ct} = \alpha_c^D - \phi i_{ct} + \eta logx_{ct} + \epsilon_t^D + \epsilon_{ct}^D $$ where, for country c at time t, $$ Y_{ct} \text{ is the log real GDP}\ $$ ...
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1answer
38 views

Using lm() with just one variable in R

I've got some baseball stats, RBIs by season, let's say: ...
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19 views

Variable selection with longitudinal and correlated data

I'm working with a high-dimensional medical database, with detailed monthly medication reimbursement data as well as occurence of diverse medical outcomes, over several years (2010 to 2013). My ...
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11 views

Std Errors in Panel Data & Simple Regression

This question has been posted on http://forums.eviews.com/viewtopic.php?f=4&t=12747 How do I make the standard errors the same in both a fixed cross-section panel data and simple regression? ...
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36 views

Estimate lambda for panel count data

I have panel count data for $F$ firms across $I$ years, so observe counts $C_{f,i}$ for $f \in \{1,...,F\}$, $i \in \{1,...,I\}$. I want to model the data as a poisson process. With increasing ...
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1answer
35 views

How can I obtain the log-likelihood value in a OLS estimation?

So, in some papers using panel data, I noticed that in the estimate results inherent a pooled OLS regression, they report the value of the log-likelihood. I was wondering how this is possible, in ...
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Subjects (counties) comparisons in Spatio-temporal data

We have a county level data of a state for multiple years (2009-2013). Our interest is to find if those counties (subjects) varies over time in terms of variables such as mortality rate with some ...
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39 views

Panel Data, Fixed Effects regression

I have a question about the fixed effects model. I have 25 manufacturing sectors for a 12 year period (balanced panel data set) and I try to find out the effect of each sector's investment ...
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80 views

Mixed effects model for longitudinal data

I have the following data: a group of patients for which I measure blood pressure (bp) 1 hour before treatment where they are given a placebo, then during treatment with the drug, and then 1 hour ...
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1answer
30 views

Test to see if key independent variable is significant across time

I am working with panel data and using OLS. Specifically, I am examining congressmen across multiple congresses. I am including congress-specific fixed effects to control for issues such as ...
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8 views

Diagnostic analysis with a longitudinal design

I have n patients, with 4 visits (1 week, 1 month, 3 months, 6 months). In each visit, they are being examined with a gold standard test and a new diagnostic test. In each visit, the sensitivity and ...
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1answer
16 views

Social Sciences: Screening cost-compliance survey

I have a survey in which 500 subjects were asked if they would take a screening test if the cost was free, \$1, \$10, \$50, and \$100. I have information on subjects' age, race, etc. I want to ...
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28 views

Plotting and interpreting residuals in Stata - How to identify a structural break?

I am researching firm level data with Stata 13. My endogenous variable is (unfortunately only) of binary nature and indicates whether a firm engaged in R&D activities or not (0;1). I use a panel ...
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30 views

Comparison of longitudinal data in a same group of participants but using two entirely different tests

I have a dataset of participants who were longitudinally followed up at two different time points. They went through a series of measurements at both points. Even though the overall domain of the ...
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21 views

Repeated measures regression with categorical and continous predictors

(This is a follow-up of a previous question of mine, and similar to this unanswered question) Scenario Say I have 30 subjects. On each subject, I have a number of categorical and continuous ...
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26 views

Panel time-series, using R

The data: I have a balanced panel of 500 – 800 observations (municipalities in Lower-Saxony, Germany) and 26 time periods (1988 – 2014). My dependent variable can only obtain values greater than zero ...
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44 views

How to implement panel data models?

I would like to implement fixed effects vs. random effects logit models using a ...
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16 views

Best method to analyse longitudinal recurrent count data

I want to analyze count data, more specifically number of prescriptions over 10 years. My first idea was to use the GEE Poisson. However, after reading some papers about recurrent history analysis I ...
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1answer
49 views

2sls for panel data in R [closed]

My question is how to do 2sls estimation for panel data (fixed effects) in R software? I try to use ivreg but I cannot set fixed effects option there. Any suggestion would be good!
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42 views

Fitting models to count data

Say we are fitting a model to count data (if needed we can assume it follows zero inflated Poisson model). To be specific, for each sample we have multivariate factors $\boldsymbol{x}$, the (unknown) ...
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1answer
14 views

What test to use to compare values from same population at different time points?

The study We have 1500-2000 patients who we are investigating. We are measuring a biomarker levels (continuous numeric variable) at different time points. What I want to know is: (1) Does the rank of ...
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18 views

Dynamic panel data

Can anyone please recommend a good source (academic and basic) for understanding the concepts of dynamic panel data estimation methods and why its preferred over static data analysis? Thank you