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

learn more… | top users | synonyms (2)

2
votes
0answers
5 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 ...
0
votes
0answers
14 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.
1
vote
0answers
13 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 ...
0
votes
0answers
22 views

Which program for PVAR? [on hold]

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 ...
0
votes
0answers
17 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 ...
1
vote
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 ...
1
vote
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?
0
votes
0answers
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
votes
1answer
34 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 ...
0
votes
0answers
24 views

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 ...
0
votes
0answers
21 views

Strict exogeneity test in Stata [closed]

is there a strict exogeneity test I can apply in STATA? I'm trying to specify a Panel data model, and I would like to run a strict exogeneity test ( check that ui and Xi are uncorrelated), but can't ...
0
votes
0answers
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 ...
0
votes
0answers
3 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: ...
1
vote
0answers
29 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 ...
0
votes
0answers
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, ...
4
votes
4answers
94 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 ...
0
votes
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 ...
0
votes
1answer
19 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 ...
0
votes
0answers
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 ...
0
votes
0answers
13 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 ...
1
vote
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 ...
0
votes
0answers
36 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): ...
1
vote
1answer
40 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: ...
2
votes
0answers
13 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 ...
0
votes
0answers
11 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 ...
0
votes
0answers
6 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, ...
0
votes
0answers
15 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 ...
0
votes
0answers
15 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 ...
1
vote
0answers
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. ...
0
votes
0answers
11 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 ...
1
vote
1answer
83 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
votes
1answer
56 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 ...
1
vote
0answers
39 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 ...
0
votes
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 ...
1
vote
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 ...
0
votes
0answers
27 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 ...
1
vote
1answer
49 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} ...
0
votes
0answers
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
votes
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
votes
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
votes
3answers
84 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
votes
1answer
24 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 ...
1
vote
0answers
26 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
votes
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 ...
1
vote
0answers
23 views

Suitable model for predicting mean output over time

I have 3 years of yearly historic data on the results of a harvest (of truffles) from multiple different areas involving multiple individuals harvesting in each area. The dataset contains: name of ...
2
votes
1answer
76 views

Year-fixed effects in a pre-post OLS regression analysis

Let's say I have panel data for the period 2000-2009 and I run a pre-post OLS regression analysis where the pre-period is 2000-2004 and the post-period 2005-2009. Does it make sense to use year*period ...
0
votes
0answers
120 views

How to apply heteroskedasticity and autocorrelation tests to panel data in eviews 8?

I am trying to test for heteroskedasticity and/or autocorrelation in my fixed effects panel regression in Eviews 8. There do not appear to be the necessary tests available. The Breusch-Pagan LM test ...
0
votes
0answers
20 views

Does multiple regression applied to panel data yield the same estimates as pooled OLS?

I'm trying to analyse a large unbalanced panel dataset. First, I simply used multiple linear regression and obtained feasible results (parameter estimates). Later, I was advised to use pooled OLS ...
0
votes
0answers
16 views

How to implement cross-classified(multiple group membership) repeated measure analysis?

Happy new year! I have a longitudinal dataset with 4 time points (2 measured in fall and spring semester of prek year, and 2 in fall and spring semester of k year). As a result, a same student has 2 ...
0
votes
3answers
109 views

How to create a random, representative sub sample of a panel in R?

I am trying to run a nonparametric regression on a data set that has 1,000,000 observations and 8 covariates. It is clear I do not have the computing power to run this. I wanted to create a ...