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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Different interpretations of the identification mechanism for the same econometric model

Consider two identical econometric models used by two different papers but with different interpretation of the identification mechanism. The first paper by Ruhm 2003 (page 9) has the following ...
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25 views

2sls for panel data in R [on hold]

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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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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8 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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8 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
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What are the commands for adding crisis dummies in stata? [closed]

What are the commands for adding crisis dummies in stata? I need to add dummies for financial crisis in panel data regression.
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16 views

Maximum lag selection for panel unit root tests

I am interested in conducting panel unit root tests on a panel of subregional annual data where N>100 and T<10 (more specifically, depending on the independent variables included in each ...
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2answers
23 views

Test Control. A longitudinal study

I have two samples of the same size, one being the 'treated' group, and the other used as a 'control' group. Each group have a different univariate variable (stress level), repeatedly observed over ...
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7 views

Longitudinal data with different response measurement types

I intend to fit a generalized linear (possibly mixed) model to longitudinal count data. However, I am running into an issue. The response I am modeling is a measure of student activity involvement. At ...
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1answer
22 views

Fitting curves to means and variances from multiple samples

I have data on a variable measured in multiple longitudinal samples. I do not have the individual-level data for each sample, just the sample means and variances at each time point. The samples do not ...
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13 views

2SLS random effect heteroscedasticity autocorrelation [closed]

I need to estimate a model using 2SLS with panel data because I have an endogenous variable. Hausman tells me to choose a random effect specification so I should use the ...
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22 views

Partially Endogenous Variables in a Panel Dataset

In the framework of a fixed effects model: Y$_{it}$ = X$_{it}$ + Z $_{it}$ + $\alpha$$_{i}$ + $\theta$$_{t}$ + $\epsilon$$_{it}$ what is the standard way to capture the unbiased effect of Z, in the ...
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14 views

Panel Data & IV

I have a panel data, and need to run an IV. I have only 1 endogenous variable. 1) Should I use a Two-stage least squares or a GMM? 2) I understand that GMM is only for dynamic panel data. What is a ...
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39 views

Longitudinal data analysis

I have a question regarding longitudinal study analysis. I tried to search similar questions like mine but didn't really find it. So here is the brief description of data and my question: I have a ...
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45 views

Can I compare different estimations approaches with AIC?

I'm running two different panel models. Model 1 is a Random Effects regression estimated using Maximum Likelihood and bootstrapped standard errors. Model 2 has the same main dependent variables and ...
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21 views

Subtract the mean from panel data?

I'm working with some panel style data and I was wonder if it makes sense to subtract the mean from my predictors as a whole or to do it by year. So lets say I was doing a pooled regression of some ...
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1answer
57 views

Panel data regression of crowdfunding projects

I never did something with panel data before, and could use some help. I have data of 173 crowdfunding projects, measured at four different time points, with %funded, if the project contains a video, ...
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6 views

How do I test for heteroscedasticity in a tobit model type 1 with panel data and resolve it? I'm using a stata11 program [duplicate]

I want to know how i can detect it and resolve the problem if confirmed. Thanks for help.
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24 views

Difference-in-differences with standardized time

I have different treatments, on different groups, that occur at different times (e.g., 2000 on treat 1, 2009 on treat 2, etc.). I want to fit a DiD model, and I want to standardize the treatment years ...
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13 views

Using OLS with missing panel data

I am trying estimate the following model using OLS $$ Y_{t} = \beta_{0} + \beta_{1}X_{1t} + \beta_{2}X_{2t} + \epsilon_{t} $$ where $Y_{t}$ is the difference between two observed variables, $Y_{t} ...
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Longitudinal analysis time invariant outcome

I want to assess the relationship between a predictor measured at multiple (4) time points and a dependent variable measured at a single time point. What would be most appropriate analytic strategy ...
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1answer
131 views

How Stata estimates a random effects for an unbalanced panel

I have estimated a random effects model with an unbalanced panel. I would like to know if Stata gives each individual the same weight when estimating the coefficients or whether each individual is ...
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13 views

Comparing different estimation approaches — poisson vs negative binomial vs FE?

What's the appropriate way to compare two different estimation approaches? I've got a panel data model (balanced with states as panels and years as time) -- but it's over dispersed with a lot of ...
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1answer
29 views

Panel regression with only 18-24 data points (months) per category

I have data on monthly purchases of a certain type of product for different brands over the last several years. I also have estimates of consumers returning to the market to buy a new product. This ...
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37 views

Question about fixed-effects/time-effects model in R/plm

I have a few questions about using the plm package's models to get fixed effects and time effects. Here's a basic sketch of the code: ...
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2answers
50 views

Help on deciding how to perform a regression analysis on my data, and why? SPSS, Count model, Panel data

I am currently in the process of analyzing some data for my master thesis, however I have had little statistical teaching, and none regarding panel data regressions. My dependent variable: Count data ...
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1answer
41 views

Using a Dummy Variable to Control for Great Recession data

I am looking to produce a forecast with a quarterly dataset of sales. I only have so many year's worth of data post-recession and I want to investigate including more datapoints, which would mean ...
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30 views

analysis of change and clustering

I want to do an analysis of change over two time points for a sample of children who move from primary to secondary school. Some children will move home, but all have moved school. Predictors: home ...
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Is it appropriate to compare two different estimation approaches using AIC?

validated folks, I've got a panel data regression model I am estimating using both random effects and a spatial maximum likelihood approach. Same regressors and DV, same data -- but different ...
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1answer
18 views

Chow tests for “poolability” with panel data

Say I have a regression model: Y = a + bX + cW + (error) Suppose I have a balanced panel data set for m populations over n time periods. I want to know if I can pool all the data into one single ...
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46 views

Random forest for panel data

I have a dataset with observations from about 50 countries and 20 years. My dependent variable is binary and I was wondering if I could use random forest to do out-of-sample predictions. My problem ...
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How to compare many variables that were observed over time?

How to compare many variables over time? For example, for the same patient the measures for glucose and insulin (or more variables) were observed over time. I would like a suggestion to model or ...
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1answer
20 views

Repeated measurements, multiply assessed exposure with single outcome

We have data points from a prospective study in which participants were assessed 3 times during follow-up for an exposure of interest, and during a 4th follow-up they were assessed for an outcome of ...
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18 views

In the R plm package, how do you predict using a previously trained plm model? [closed]

I need to predict values from a plm model that I've just trained. Here is the model: ...
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20 views

Lag Selection in an unbalanced panel in R

How to determine appropriate number of lags in an unbalanced panel? Thanks.
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difference in difference panel data and multiple treatment periods

I am struggling to specify my equation for a difference in difference test. I have 130 companies in my treatment group and 130 companies in my control group. Each company has a different treatment ...
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Untangling lump samp panel data?

Edit: Context: I am estimating persistence analog Heckman (1981) based on firm level data. The endogenous variable is the distribution amount of profits directed to the owners. To estimate ...
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32 views

Estimating a dynamic spatial panel

I am analyzing a spatial panel dataset using the XSMLE package in Stata. My units are a subset of US states (11) and my panel is strongly balanced. The package returns estimations for Main, Spatial, ...
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Longer panel has fewer obs?

I am using Stata 13 to analyze a panel. Recently, I received an update to the panel with a few more years. I ran the exact same probit regression including the longer time horizon. All used variables ...
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34 views

I have panel data, 2 countries over time. But i want to see female/male differences in one of my dependent variables. How?

for my research I am comparing two different countries, overtime. So i am guessing I have panel data. I am putting all my data on Excel first: in this order: Country (Italy=1,France=0); years ; ...
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23 views

What is the reverse of the between estimator called?

Between estimator is defined as running a regression of the form: $Y_i = C + B_0X_i + e_i$ On panel data, where Y is the cross sectional mean of Y, X is the cross sectional mean of X. As a result of ...
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21 views

Mixed effect modeling SPSS: within-individual

I’m new to mixed effect modeling in SPSS and wonder if anyone could assist me with the analysis: I have longitudinal data from one country as follows: For 20 time points [years] I have the average ...
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22 views

Plot for Longitudinal data

I need to plot clustered longitudinal data, as for example (chapter 7) the West's book (LINEAR MIXED MODELS). In the same plot, by pacient is necessary display lines of tooth condicional models and ...
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28 views

Continuous time-fixed effect in panel regression?

I am doing regressions on panel data which basically have the following structure: $$Y_{it} = X'_{it}\beta + P_{t} + e_{it}$$ $P_{t}$ indicates a counter for the period, so it takes the value 1 in ...
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64 views

Predicting Sales Over Time

I'm pretty new to including time in any sort of modeling, so forgive me if any of my questions are basic. I'm trying to predict a final sales number over a certain period of days using the ...
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How to apply non-parametric methods to panel data? “The Elite Illusion: Achievment Effects at Boston and New York Exam Schools”

I'm studying this paper The Elite Illusion: Achievment Effects at Boston and New York Exam Schools. There the authors use a fuzzy regression discontinuity design experiment to assess the ATE of going ...
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52 views

Social science panel data analysis

Currently I am working on a project where I need to find out whether financial aid (per capita) has an influence on the country's HDI. I have compiled a dataset, which you can find here: ...
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41 views

For a longitudinal observational study, what is the best method of comparing cost before and after intervention?

I have a sample of 200 patients, with data for 2 years. During year 1 they are on treatment A and accumulate overall healthcare costs of X. During year 2 they are on treatment B and accumulate ...
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8 views

“Featurization” of motion data

Assuming that both gps and speed information is available (timeseries), as anyone worked with or can provide some guidelines on the creation of relevant features for motion classification? Besides ...
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Multiple imputation in SAS for longitudinal data

I have a data set from a repeated measurement study comparing two groups with missing data due to lost-to-follow-up (~20%). I know how to apply multiple imputation method for cross-sectional data. ...