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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Repeated measures on a small sample (n=3) with non-normally distributed continuous dependent variable

I would like to analyse repeatedly measured outcome (20 measures) data from an experimental trial I am running on three mice (n=3). My dependent variable is continuous but not normally distributed ...
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7 views

Constrained regression for binary dependent variable

I would like to discuss the methodology of the following case: I have a data for several patients over several years for 5 factors describing the health of a particular patient. Every factor consists ...
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10 views

panel data regression [on hold]

I am currently working on something and have to use panel data regression for it but i am not really good with all those and i was wondering: My question is the following, does trade impact the ...
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5 views

longitudinal correlations matrices (structural covariance)

I am interested in doing structural covariance analyses in a longitudinal manner. In structural covariance analyses in our field, we correlate grey matter volumes of various regions of the brain with ...
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17 views

Unequal timepoints longitudinal data with missing values

I have a longitudinal data with unequal time points with missing values. I am looking for methods to impute the missing data. I looked at R packages NORM and AMELIA II and SAS procedures PROC MI. All ...
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25 views

Fixed effects and time-invariant variables

I understand that fixed effects removes time-invariant variables, e.g. gender dummy, race dummies, etc. What will fixed effects do to variables that do not vary much over time? For example: Wage = ...
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12 views

Heteroskedasticity test for panel data

I failed to use traditional heteroskedasticity tests in an unbalanced panel data, and I am not very clear on how to proceed in a different satisfactory manner. When trying to plot the residuals ...
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20 views

Adding dummies as control variables change the coefficient

It has been difficult to formulate a title for this question. But here is something that is puzzling me. I have an ordinal probit model with a bunch of covariates. One of the covariates is the number ...
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12 views

Which model to use for panel data?

For my masters thesis in corporate finance I'm doing a research about debt concentration (i.e. companies using several debt types or only 1, measured by HHI index) I've got several determinants and ...
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14 views

University students' research with Panel Data [on hold]

For my masters thesis in corporate finance I'm doing a research about debt concentration (i.e. companies using several debt types or only 1, measured by HHI index) I've got several determinants and ...
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7 views

Modelling impact of a variable varied across time but constant across space on dependent variables varied across space and time

I'm interested in exploring a simple problem of modelling an impact of variable varying across time on variables varying across space and time. Details Given are two data sets: Classical spatial ...
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14 views

Error message on running cmp [closed]

When I run cmp. I get the following error message Fitting full model. variable __00000E not found invalid syntax I have tried ...
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7 views

What tests can I use to make post estimation of fixed-effects model? [closed]

What tests can I use to make post estimation of fixed-effects model?
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Longitudinal design with for time-points for dependent and independent variable

I have a more general question that I cannot seem to answer myself and I cannot find the answer somewhere. Linear mixed models seem to follow the format where the dependent variable is longitudinal ...
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13 views

pooled, fixed or random effects

I have a panel dataset similar to the one generated with: ...
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16 views

Control group construction in Synthetic Control Method

I want to use the Synthetic Control Method to estimate the effect of the adaption of a new ballot institution (treatment) on fiscal policy. My sample consists of 20 units observed at 100 time points. ...
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12 views

Assessing overall variation for each case in panel data

I have a panel data set - a score on a single measure for hundreds of people, taken once per day for all 365 days of a year. I'm looking for the best method to assess overall variation within each ...
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33 views

Basic questions about a econometric analysis of paneldata [closed]

For a research project in economics, I want to study the several determinants that affect the decision to enter the private rental housing market in the United States. There is a special focus on ...
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1answer
18 views

What, if anything, is the relationship between random intercepts models and compound symmetry?

In the analysis of correlated data, you're often working with replicates where a worker does a task 2 or 20 times, or an individual is measured for blood pressure randomly over several times during ...
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9 views

Quick question regarding Stata's -xtpmg- command for dynamic panels

I have a balanced panel data of N= 42 countries and T=24 years. My dependent variable and my main independent var ($X_1$) are I(1) and cointegrated. I have two more control variables: $X_2$ which is ...
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21 views

How to estimate the industry-specific share of a state

I have individual level data between 1980-2012. For each year, I want to estimate the share of each state on specific industries (e.g. construction) over the total number of industries while ...
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Panel: Estimating cointegrating vector within ECM to test cointegration

In time-series analysis we were taught that one can test for cointegration by estimating an error correction model and testing whether the coefficient estimated to the deviation of the equilibrium ...
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28 views

Feature selection and model fitness in panel data

I am interested in panel data analysis with more than 20 variables in R using the package "plm". Right now, I am looking at adjusted R-square for the set of variables that best explain my dependent ...
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7 views

using lmer to attain the t statistics for the difference in alpha in two regressions

So I have 10 bond return time-series dataset (portfolio1 to portfolio10). Portfolio1 is the ...
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40 views

Stata: Estimation of Own-Price and Cross-Price Elasticities for Logit, Nested Logit, and BLP Models

I am working with some data on automobile sales and characteristics in a small country. It is an unbalanced panel dataset taken over 6 years and over 5 market segments. I am trying to construct some ...
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5 views

Classification of temporal instances

Problem description I am working for a telecom domain project where I am tasked to predict whether a customer would dispute his/her monthly bill or not. I have following historical data elements ...
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16 views

Critical values for Levin & Lin (1992) unit root test with lags

I am testing for the presence of unit root in a panel data with $T=12$ and $N=60$. I am using the Levin & Lin "Unit root tests in Panel data: asymptotic and finite-sample properties" (1992) ...
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15 views

Model panel data with ONLY time-invariant variables

I have a large dataset containing computers and their specifications. I collected 20 different prices over a period of 20 weeks for each computer. Now I want to build a model with the price as a ...
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Difference in difference with pre and post period

I wanted some guidance on some test I am performing. Basically I want to see the difference between the effect of unionisation on 13 countries grouped into 3 that don't have unions and 10 that have ...
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33 views

Should I convert raw data into growth rates if there are gaps in my data?

I have data from 214 countries that range from 1990 to 2014. My dependent variables (I'm doing more than one regression) are just primary/secondary net enrollment rates for both sexes/males/females, ...
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12 views

How to analysis this longitudinal trial with mixed effect model using R

The trial I need to analyse looks like this, with 5 subjects in each sequence: I supposed the model could be something like this: Yijklm = µ + Si + Pj + Hk(Si) + Tl + Dm + Tl × Dm + eijklm Yijklm ...
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20 views

Stata Robust Testing (xtpcse vs xtscc)

refer to the attached picture (Hoechle 2014). Kindly assist me to provide explanation in how to choose the best robust command for my panel data. My data suffers heterogeneity and serial ...
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1answer
34 views

Panel data model with two-way fixed effects and individual-specific slopes

I have the following panel-data model: $$ y_{it} = \alpha_i + \lambda_t + \beta_i X_{it} + \varepsilon_{it}. $$ It contains individual-specific intercept $\alpha_i$, time-specific intercept ...
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8 views

Power calculation for panel regression

How do you perform a power calculation in a panel regression setting? In particular what do you use as your sample size. The number of individuals or the number of observations (individuals x time ...
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1answer
47 views

Panel data with country fixed effects

I am wondering about the estimation of a fixed effects model. It is just given in the paper that estimation is done via OLS with robust standard errors. Which method is meant by such explanation? Did ...
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23 views

Placement of lags & dummies

I am doing a regression of GDP per capita (dependent) on FDI (independent variable) - with 8 control variables and two interaction terms - to identify the effect of foreign direct investment on ...
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36 views

Principle application in First Differences & Fixed Effects

I'm slightly confused about specific use of these two estimators. I have gone through the mathematical make up of each, and how they both can remove unobserved endogeneity. I'm currently running ...
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5 views

Setting limits for intercepts in panel data models (R)

I am trying to incorporate Bass Diffusion formula into panel models. Naturally, I do not know the coefficients of imitation and innovation (p and q values),thus I use this formula: (p + q Y)(m - ...
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1answer
19 views

panel cointegration Westerlund test Pedroni cointegration test

My data is non stationary.So in order to check for cointegration i used westerlunds test but it showed not cointegrating relationships. But on doing a Pedronis cointegration test,it shows that there ...
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Panel regression: what is the contribution of the fixed effects to the R-squared

The following question is a general question, independent of the type of data used (although I can provide a data example if this is desired). If you run a panel regression model (...
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1answer
22 views

Data dropout during the longitudinal experiment

I perform a longitudinal experiment and I don t know how to deal with the data dropouts. I use STATISTICA Statsoft but I`m not a professional neither in statistics nor in programming. So the question ...
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23 views

Modelling where both the DV and IV change over time

In the typical repeated measures problem, the DV changes over time but the IVs stay the same. In my problem, I have an IV that changes. I cannot be completely explicit because the problem is ...
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I have estimate a fixed effects OLS model with a binary dependent variable. What could be the problems with my coefficients?

I have already estimated a model on Stata where the dependent variable is binary: coded 1 if there is ongoing war in the current period. I had previously used a logit fixed effects but was advised ...
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1answer
43 views

Cluster definition in vcovHC

I'm running a regression in R's plm package similar to this post Clustered standard errors in R using plm (with fixed effects). I.e. panel data with fixed effects ...
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17 views

How to interpret correlation coefficient for cross-sectional dependence in panel data?

The question is clear. What does value of ρ mean? In terms of absolute and also average correlation coefficient for cross-sectional dependence. I have computed these values through the pcdtest command ...
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26 views

May I average over multiple observations within one bin of longitudinal data to alleviate the effect of unequal observations numbers?

I have a weekly assessment of a certain continuous variable (DV) (e.g. heart rate), but unfortunately a lot of missing data, because the data comes from a clinical population. After seeing, that ...
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32 views

Basic theoretical questions about panel data analysis

For my analysis in biology, I want to study the effects of several factors (climate, cultivated area...) on insect dynamics and phenology. For that, I have data of insect captures from several traps ...
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1answer
30 views

Pooled time series models and HAC residuals

A canonical text for panel data models is Wooldridge's Econometric Analysis of Cross Section and Panel Data. His book is devoted to econometric issues such as endogeneity, unobserved effects, ...
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16 views

Confusion with “fixed” effect in panel data

I am somewhat confused to the nature of the unobserved time-invariant fixed effect. I understand that it is random cross-sectionally (say correlated with $x_i$) but time-invariant. Having said that, ...
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22 views

Which test should I be using?

I'm doing a longitudinal study and want to compare two sets of scores taken three months apart to see if there's a difference. I also want to see if there's a difference between the two age groups ...