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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19 views

Is the model consider as panel data equation [on hold]

i have 4 model as below and dependent variable i use t for model 1,3,4: Model 1- CR t = PROFITit + ASSET it + GDP t Model 2- PROFIT it = CR t +ASSET it + GDP t Model 3- CR t = PROFITit + ASSET it + ...
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18 views

Predicted number of events from xtnbreg, fe make no sense

I am trying to compute the number of predicted events from a fixed effects negative binomial regression model in Stata. I run the model first using random effects, then using fixed effects, and ...
1
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0answers
7 views

What is the appropriate link fucntion in GEE for longitudinal data where distribution changes in time?

I'm modeling treatment outcome data in a GEE with Group, Time, and their interaction. At baseline everyone is highly symptomatic, thus the distribution is negatively skewed. At follow up most people ...
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5 views

How to interpret REM estimation from Eviews

How to interpret estimation of REM (how to write final equation), from next data: Variable Coefficient C -240.3222 x 0.621637 And Random ...
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8 views

non-uniform residuals in repeated measures mixed model; larger residuals further in time

I am analysing data from a longitudinal study in SAS and see time-dependent patterns in the residuals. Subjects in four groups (A to D) were given a treatment at time=0; and continuous response ...
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9 views

How to export STATA xtcsd test results? [migrated]

I would like to export results of cross section dependence tests for 12 panel data sets to a table in order to compare them to similar tests done with another software. Below is the regression and ...
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20 views

Discrimination between measurements made at different points in time

I would like to ascertain what variables discriminate best between experimental conditions in a repeated-measures experimental design. I have performed Repeated Measures MANOVA to determine whether ...
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17 views

Specifying distribution in generalized estimating equation GEE

GEE allows you to identify the distribution of the outcome variable and appropriate link function. How do you make this selection in a longitudinal model where the distribution changes in time. An ...
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20 views

Unit root and cointegration in Panel Data

What should I do when I found out that my variables are stationary in first differencies? Should I estimate model in differencies? How unit root is related with cointegration? Thx for answers.
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18 views

How do I fit a linear mixed model in R with autocorrelation, when the effect of time is of no interest?

I am attempting to fit a linear mixed model with the lme function using R. My data involve repeated measures, but the effect of time is not of interest to me, so I don't want to include it as a fixed ...
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25 views

Which program for PVAR? [closed]

I have been looking at some studies that use panel vector autoregression models. The problem is, I can't find which statistical package the authors use. I would like to estimate impulse responses in ...
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19 views

poisson panel reg at aggregated level: how to account for the population and size of municipality

I am estimating the impact of deforestation on some diseases (counts) using panel data a municipal level. I'm using a fixed effects Poisson model with clustered standard errors with some other ...
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1answer
26 views

Individual-specific error component in pooled OLS

I know that Pooled OLS is not efficient if there is existence of the individual-specific error component (one that doesn't vary over time) because the usual standard errors are incorrect and the tests ...
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1answer
14 views

Which fundamental problem is solved by application of panel data methodology?

I know that the panel data accounts for both heterogeneity across individuals or groups for dynamic effects that are not visible in cross sections, but should this be the answer to this question?
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8 views

Modeling change over time when response variable has different range and variance?

Some background: I am working with data from a large cohort study. My outcome is a measure of fine motor skills, and was adapted from a psychometrically validated instrument (the short version ...
2
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1answer
37 views

Panel data estimation for country-fixed, time-varying share of y

I want to estimate the following equation using a panel data set with countries $i$ and years $t$, preferably in R: $$ y_{it} = \beta_1 \cdot x_{1,it} + \beta_2 ...
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60 views
+50

How to use lagged dependent variables (panel data) in practice?

Working with a panel data set with a daily time series structure I was told to include a lagged dependent variable. The dependent variable is daily electricity consumption of a medium size sample ...
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9 views

Panel model Estimation - 5 and 10 years Break [migrated]

I am trying to estimate the relationship between inequality and growth in a panel data of 22 countries for the period from 1985 to 2010, using fixed-effect and random effect. I want to use 5-year and ...
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4 views

Error appears for kml function in Latent Growth Mixture Modelling

I am trying to run the kml function for a simple dataset with $n=59$ and body weight measured at $8$ time points. The commands used were: ...
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35 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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16 views

How to resolve non-linearity while using dynamic panel estimation?

I am looking at the effects of customer satisfaction on firm performance. There are a lot of other predictors and controls etc. and my substantive question is rather more complex than this. However, ...
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4answers
96 views

Econometric Model and deciding the frequency of data collection

I am looking to build an econometric model and I am wondering if using annual data vs monthly or quarterly data is going to produce a less accurate model. If the dependent variable is affected by ...
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0answers
6 views

Longitudinal Multiple Group Construct Bias/ Measuerment Invariance

I would like to run a Multi-Group CFA Model for the same measures (unidimensional with 12 Items) across 4 waves in order to assess the measurement invariance across 3 groups and time. I am aware that ...
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1answer
20 views

experimental longitudinal design?

Is a longitudinal study really by definition/always correlational? How about a repeated-measures experiment: I would've called that an experimental longitudinal design. (For example, you randomly ...
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24 views

How to incorporate exchange rates in a multi-country econometric model?

I have for 12 countries variables related to the trade of one specific commodity (production, consumption, import, export, trade costs, and international prices). The data range is 2000-2013 with a ...
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0answers
16 views

Prediction with plm method

I'm using plm package to estimate a random effects model on panel data. Reading this question about the prediction in plm package gives me some doubts. How exactly it works? I tried 3 alternatives ...
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1answer
23 views

How to test one variable in a panel for cross-section dependence?

The plm::pcdtest function implements Pesaran, (2004) General Diagnostic Tests for Cross Section Dependence in Panels. For example a test for a panel model works as ...
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45 views

Performing a test on heteroskedasticity and the interpretation of the results

I ran a test for heteroskedasticity in the panel data I am using and got the following output (performed in Stata): ...
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1answer
59 views

Hausman test for panel data

I am performing a Hausman test to decide whether to use fixed effects or random effects model. The results I get are as follows: ...
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14 views

How to proceed with nonstationary variables in panels?

In most of the emprical papers using panel data, authors do not seem to "worry" too much aboout the non-stationarity of the individual variables. Yes, there is asymptotic theory for N and T going to ...
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12 views

Large N, small T panel - modeling

I would like to ask your opinion on the possibility to use repeated survey results for panel data models. It is likely that at least some of the variables will be nonstationary. Is it necessary to ...
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7 views

Using nonstationary independent variables in a panel survival model

I am debating with someone over the appropriate use of time series variables in a survival model. We have an unbalanced panel with a survival outcome (0,1), time-invariant features of the panel units, ...
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18 views

How to analyze nested, repeated and unbalanced questionnaires where the outcome is binary?

Background: My data was collected once a year for 6 years using the same questionnaire. All responses have a person-specific ID. 18 554 responses from 5 654 unique persons were collected from 7 ...
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18 views

Is ANOVA just a panel data model with dummy variables for group?

This might be a silly question, but I'm confused why ANOVA is different from a panel data model, with dummy variables for group, and inference on the coefficients on the dummy variables. Is this what ...
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7 views

Incomplete Panel Data?

I have a data set where each individual is observed twice (in period 1 and 2) - i.e. for each individual, I observe the dependent variable (y_i) and (various) independent variables in period 1 and 2. ...
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13 views

Trending Residuals in Negative Binomial Panel Regressions with Patent Data

A commonly faced problem for researchers working with patent data is that we need to work with negative binomial models because our dependent variable is an overdispersed count variable. I am using ...
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1answer
90 views

Fixed effects or Random effects model?

I am trying to understand the difference between fixed and random effects modelling. The panel data I have is in the form of basic longitudinal panel time series. I know that I can use the Hauseman ...
5
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1answer
58 views

Real motivation for using mixed effect models, and when to use them and when not to

My question might sound naïve, but despite my internet search, I wasn't able to find a satisfactory answer. I've been introduced to linear regression, linear fixed effect and linear mixed effect ...
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40 views

Manual two-way demeaning panel data in R

I'm trying to manually demean panel data by both time demeaning and cross-sectional demeaning, yet haven't been able to do it well. The best thing I can think of is looping through the means for each ...
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1answer
31 views

Panel data: Compare two different assessment methods

Just wondering if anyone has any inventive (but relatively simple) ideas about how to approach comparing panel data from two different assessment methods that collect the same variables. Basically, I ...
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1answer
26 views

How do panel regression estimates differ from those obtained from multiple time series regressions?

I am trying to familiarise myself with panel regression techniques and I would like to know how the parameter estimates obtained from a panel regression model differ from those obtained from multiple ...
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29 views

Missing data in Multilevel Longitudinal Model with Stata

I normally use xtmixed in Stata to test hierarchical linear models (e.g. performance of students nested in schools). Now it's the first time I need to test a ...
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1answer
52 views

Fixed Effects and Dynamic Panel Data

I have a theoretical model that suggests I should estimate the following regression using longitudinal data: $s_{it} = \eta_{i} + \beta_0 x_{it} + \beta_1 x_{it}^2 + \epsilon_{it}$ where $x_{it} ...
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10 views

An observation too short / missing data in panel

I have a panel data set with 7 lines or concepts from 1948 to 2013. However there is an 8th concept that I need that is only from 1993-2010. Is there a way in which I could estimate this variable's ...
0
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1answer
42 views

Time series with multiple subjects and multiple variables in R

I'm having trouble finding a time series technique to deal with a data set I am working on. It contains multiple subjects and multiple variables, not all of which will likely be part of the time ...
3
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1answer
58 views

Can I do panel regression if all my covariates are time-invariant?

We have a data set where our outcome of interest varies over 10 years, but the explanatory variable of interest and all of the potential confounders are time-invariant. I am quite certain that a panel ...
5
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3answers
90 views

What statistical test should I use to look at change in a binary outcome over time?

I am designing a study that will look at medication adherence for HIV+ mothers at 6 weeks and 6 months postpartum. The adherence measurement is binary (1= adherent, 0= not adherent) so I will end up ...
0
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1answer
26 views

Comparing growth rates within a panel

I am conducting a POLS with a panel dataset of 27 countries across the time span 1950-2010 using Stata. My main focus is on how age structure, in particular growth rates of respective population ...
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27 views

Best method of analysis for negatively skewed longitudinal environmental data?

I have a dataset composed of a dependent variable (species percent cover) and a range of abiotic variables (salinity, temperature, pH, water movement etc). It is a longitudinal study, in which species ...
0
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1answer
24 views

Logistic regression: should I remove observations with IV combinations that cannot lead to DV=1?

I am studying the effect of changes in household state on transport mode changes in people's life trajectories. My model is such that each observation I have is a 2-year period in a person's life. My ...