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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Identify deviations from trend

I have a panel with individuals i measured at time t (the date). The outcome is a count, which we can call C. There's some general time trend g affecting all individuals. E[C_it] = E[C_i(t-7)] + g ...
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9 views

Longitudinal Analysis- Intervention

I am carrying a behaviour change analysis using two groups who differ in some demographic characteristic. Lets call them group A and group B. Group A will be exposed to the intervention. TO measure ...
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6 views

Fixed effects and year dummies with a cross-sectional demeaned variable

I have a cross-sectional demeaned dependent variable in a balanced panel (Yit-Ymt is the dependent variable, i.e. it is measured in terms of distance from the average for every available year). I want ...
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1answer
27 views

12 firms and a total of 204 observations, can I use pooled OLS with firm-dummies or should I use fixed factor?

I am studying the effect of government ownership on firm performance, more specifically I am studying the effect of the government reducing their share in companies which are already partly ...
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11 views

Pooled mean group analysis using -xtpmg- in Stata with “nonconformability error” [on hold]

I have some dynamic panel data with "large" N and T, specifically, N=100 and T=20. It is perfectly balanced. I'm trying to use the mean group and pooled mean group estimators, as discussed in this ...
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13 views

Prediction in longitudinal data mixed models

Suppose I have a GLMM for longitudinal based on 1000 observations. Now I want to predict the responses based on 20 more observations. How can I do it in R? I have used the lme4 package in R to ...
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14 views

Least Squares Dummy Variables vs. Mixed Effects Regression

I am aware this terminology is more generally used in the context of panel analysis, but I have datasets of individuals clustered within households, which I believe (according to my understanding) can ...
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1answer
28 views

Why pglm fails for within model?

Trying to run a panel logistic model. In the parameters a default NULL is specified for the "start" parameter. My model is: ...
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33 views

Adjusting for the past using OLS regression with single lagged response

There are many fine ways to handle a time series error structure in regression, for example as discussed in Time Series with Autoregressive Error. But consider a panel regression model of the form $$ ...
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8 views

Comparing models in plm, where sample size differs

I've been using the 'plm' package to fit models in R, usually with some kind of dynamic specification--either in ECM (a differenced dependent variable, and differences of the IVs and levels of DV/IVs ...
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26 views

Standardization/Centering of Longitudinally-measured variable

Could someone possibly help me with the following issues that I am mentally stuck at? Thanks so much! I have 200 variables M1, M2, .... Mx. Each is measured at three time points 0, 30, 120 min. The ...
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31 views

Associating non-linear three-time-point change with a continuous variable

I would be incredibly grateful for help or advice regarding my following project: I have 3 time points (0, 30, 120 min) and complete data for about $n=500$ subjects for a continuous variable $M$. ...
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16 views

Simple question about time fixed effects and differencing

Suppose I want to estimate a simple regression using panel data containing weekly observations on individuals. For reasons beyond the scope of this question, I need to clean out the ...
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20 views

Panel data logistic regression with clustered robust errors in R [migrated]

I am trying to estimate a cluster-robust logistic regression from panel data in R. I have observations from companies over several time periods and a discrete (0,1) dependent variable. ...
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1answer
48 views

Estimating robust standard errors in panel data regressions

I am trying to estimate robust standard errors in a panel data regression. I understand panel data regressions conceptually, but R offers a lot of options I am not sure about. My data is of the ...
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9 views

Question about longitudinal binary datanalysis

I am going to conduct longitudinal binary data analysis on a project since depend variable have multiple outcomes based on different time points. I am familiarly with traditional logit model and ...
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30 views

Cluster Robust Standard Errors vs GMM

I want to estimate a linear model on a panel data set using fixed effects and my dependent variable has positive serial correlation. I also have to address heteroskedasticity. I have read that two-way ...
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10 views

Fixed effects 'within' estimator as a function of g group coefficients

Suppose I have a model $Y_{gt}= B_0 + B_1* X_{gt} + a_g$ I would like to understand the relationship between $B'$, the coefficient after demeaning, and $B_g$, the coefficient from running a ...
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1answer
66 views

Can you interact the entity in fixed effects estimation?

I have estimated housing affordability (RRI) by fixed effects using the equation below: The 'r' represents regional effects and 't' represents time effects. This estimation works in Stata but are ...
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31 views

How to deal with attrition problem in panel data

I'm trying to test a certain "treatment effect" with panel survey data, and facing a problem with potential attrition bias. There are some observations from the baseline years missing in the follow-up ...
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18 views

Pooled OLS, FE or RE?

Can anyone explain in non-technical simple language the order of the tests needed to decide between pooled OLS, re and fe in panel data sets? 1. What are the relevant tests and how do we interpret ...
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10 views

Breusch and Pagan Lagrangian multiplier test

Can anyone please help me interpret the below Breusch and Pagan Lagrangian multiplier test for random effects? ...
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7 views

How to use glmnet with panel data?

I would like to use regularization from the package glmnet on my panel data. I have the following data: country - year - gdp - population - water usage, so for each country, I have a year in which the ...
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10 views

Between Subjects Design with longitudinal data

I am struggling to determine how to analyze my longitudinal data. I have 2 groups. Each group received a different treatment over 3 years. They were tested for learning outcomes after each year. This ...
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25 views

Panel data - industry average calculation in R

I have panel data with many observations of companies' financial indicators that could be grouped by year and industry. What should I do if I need to adjust each observation by the yearly industry ...
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2answers
15 views

Motion analysis, taking in account history

In what branch of statistics should I look into in order to extract value from motion data? Are there any models that can take up position history in order to interpolate or extrapolate future ...
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28 views

Correlations in panel data

In a panel dataset of multiple years and multiple countries, what is best practice for running correlations among variables? I know that pooling by both countries and years is not recommended. Is ...
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First-differencing when regressors are correlated with time

Consider estimating the following simple regression with longitudinal (small T, large N) survey data: $v_{it} = \gamma t + \epsilon_{it}$. We obtain the highly-significant result that ...
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21 views

Zero Inflated Poisson or Negative Binomial Regression model in Panel Data

I am using the Stata version 13.1. My data is count in nature and also it is a balanced panel. However, my data suffers from the problem of excess zeros and also suffers the problem of overdispersion. ...
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14 views

F test in random effects panel regression

I'm using random effects panel regression and I've 3 covariates not statistically significant and I want to test if the three parameters associated with those covariates are jointly equal to 0. Could ...
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13 views

Interacting lagged variable with dummy: factor variable and time series not allowed [migrated]

I am trying to run an Arellano-Bond regression to explore whether the impact on my dependent variable varies according to exchange rate regime, i.e. does economic growth differ when remittances go up ...
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26 views

Why are the fixed effects of a panel probit regression inconsistent?

I was taught that a probit with fixed effects would not be consistent because the estimates of a non-linear model with a link function other than the canonical (in this case the logit) are not ...
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29 views

Nominal versus real wages in panel data modes [migrated]

Assuming dependent variable is log of wage, do we need to convert nominal wages to real wages in analyzing panel data sets when using random and fixed effects models? Is that also applicable for ...
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19 views

xtreg, re in STATA, which R2 to report? [duplicate]

After estimating the data using xtreg, re, I notice there're 3 different measures of R-squared, within, between, and overall R-2, so my question is, can I just report the overall R2 in this case since ...
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7 views

How to test for no treatment effect on changes in the log odds?

I have a longitudinal data that has binary response and I have 2 explanatory variable, where both are categorical. They are treatment (2 categories) and time (5 levels). I fitted the model: $log\left ...
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Use clustered S.E. or FE/RE for binary data in an experimental within-subject design?

I am analyzing a 2x2 experimental within-subjects-design, i.e. I have data from all subjects for all four possible treatment combinations. Lets say treatment X has states X1 and X2 and treatment Y ...
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7 views

Penalize a long-form panel linear regression prediction?

What is the recommended penalty, if any, for a long-form panel when calculating multiple linear regression $\hat\beta$ parameters or predicting single responses from (unobserved) values of $X_i$ in ...
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11 views

longitudinal data with changing skew over time

I want to examine a group by time interaction in a pre-post treatment study. Initially, symptoms are high so the skew is positive. But at the end of treatment the symptoms are low, so the distribution ...
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103 views

How to deal with unit roots in panel regression with fixed effects?

I am trying to figure out how to alter my panel regression in a case where fixed effects exists and one (or both) of the variables are I(1) processes (or in other words contain unit root). This is ...
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11 views

Finding a logitic model for time-varying effects in panel data

I experience problems finding a statistical model to answer a research question. I have gotten pretty lost by now and hope for some specific advice. I have problems choosing an appropriate model for ...
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1answer
16 views

Estimate linear regression paramaters with chain modeling for longitudinal data?

Within a frequentist, deterministic paradigm of multiple linear regression, is there a (standard) method to accomplish "chain modeling for panel data" in a way that avoids formal identity (and/or ...
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50 views

How to cope with serial correlation and time effects in a panel data model in R

I am building a panel-data model for macroeconomic analysis and I am currently stalling on how to deal with some problems. Diagnostic tests indicate that there is cross-sectional dependence (which is ...
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18 views

imbalance in sample size at multilevel longitudinal data

I have longitudinal data (BMI level) measured at 3 time points and subjects are students nested to schools. The sample size in school level differs considerably (n=85 % in school 1, n=10 % in school ...
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15 views

Dynamic nonlinear IV question — how do you think about the exclusion restriction when you have multiple periods?

The setup is an experiment with a binomial outcome, repeated over two (or more) periods. In the first period, $X$ is randomly allocated. Of interest is its effect in predicting the probability of ...
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53 views

Should I aggregate my panel data into a single time series for interrupted time series analysis?

I have a very large dataset containing individuals observed daily on some variable Y. I would like to find out whether some event X that occurred simultaneously to all individuals (a global event) ...
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9 views

Comparing trajectories of two outcome variables in longitudinal data

this is the situation: Study-type: prospective population-based (N = 4,000) with baseline (T1) and three follow-ups (T2 - T4) Between variable: cardiovascular health at T1 (good vs. poor) Within ...
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1answer
72 views

panel fixed effects wage equations

Can someone please explain fixed effects, fixed effects, cluster robust standard errors, random effects, and be for panel data wage equations and how to decide which is the most appropriate?
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21 views

Measuring effects with longitudinal data

Problem: I have sales data through time e.g. how much each user spent on each shopping trip. I am interested in certain events (think users switching to Amazon Prime for instance). I know the date ...
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35 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 ...
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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 ...