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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Creating graphs using rqpd package [on hold]

I have recently carried out few big quantile regression with panel data using rqpd package.I was wondering if we can create some graphs, for example, regression line with confidence intervals, like ...
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4 views

Permanent and temporary shock income, variance decomposition

I have a balanced panel data (N= 190, T=5). It's about income and personal characteristics of the householder. I would like to find the coefficients of a temporary and of a permanent income shock. I ...
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11 views

how to model and implement bayesian change point with longitudinal data

I am working on Bayesian change point of Poisson data with different identities that is longitudinal. I have understood to degree the hierarchical structure of the posterior with hyper priors for data ...
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2answers
37 views

Difference in Difference with control - common trend interpretation

I have a question concerning the interpretation of the common trend assumption in a very specific case of diff-in-diff. I am using a panel to find the effect of a treatment (on houesehold level) on ...
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12 views

Panel data: Effect of change in IV

I want to find out if there is effect of marital transition (from married to widowed) on self assessed health with 3 wave panel data (unbalanced panel). My question is: What is the correct way to find ...
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11 views

Estimating a gravity Modell Stata [closed]

I am trying to estimate a gravity modell for trade analysis. My dataset contains 219,573 observations from 1948-1997. I tried xtset to get an overview about how balanced the panel actually is.. My ...
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13 views

What type of panel regression is this

For the following equation $$ Y_{ct} = \alpha_c^D - \phi i_{ct} + \eta logx_{ct} + \epsilon_t^D + \epsilon_{ct}^D $$ where, for country c at time t, $$ Y_{ct} \text{ is the log real GDP}\ $$ ...
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1answer
36 views

Using lm() with just one variable in R

I've got some baseball stats, RBIs by season, let's say: ...
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18 views

Variable selection with longitudinal and correlated data

I'm working with a high-dimensional medical database, with detailed monthly medication reimbursement data as well as occurence of diverse medical outcomes, over several years (2010 to 2013). My ...
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5 views

How to measure overall change when data varies with date [closed]

I have data (volume) that looks like this: I want to measure the overall change in volume across each city, so that I can find the cities in which the volume has dropped. How can I determine this?
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11 views

Std Errors in Panel Data & Simple Regression

This question has been posted on http://forums.eviews.com/viewtopic.php?f=4&t=12747 How do I make the standard errors the same in both a fixed cross-section panel data and simple regression? ...
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25 views

Estimate lambda for panel count data

I have panel count data for $F$ firms across $I$ years, so observe counts $C_{f,i}$ for $f \in \{1,...,F\}$, $i \in \{1,...,I\}$. I want to model the data as a poisson process. With increasing ...
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1answer
30 views

How can I obtain the log-likelihood value in a OLS estimation?

So, in some papers using panel data, I noticed that in the estimate results inherent a pooled OLS regression, they report the value of the log-likelihood. I was wondering how this is possible, in ...
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4 views

Subjects (counties) comparisons in Spatio-temporal data

We have a county level data of a state for multiple years (2009-2013). Our interest is to find if those counties (subjects) varies over time in terms of variables such as mortality rate with some ...
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1answer
28 views

Panel Data, Fixed Effects regression

I have a question about the fixed effects model. I have 25 manufacturing sectors for a 12 year period (balanced panel data set) and I try to find out the effect of each sector's investment ...
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74 views

Mixed effects model for longitudinal data

I have the following data: a group of patients for which I measure blood pressure (bp) 1 hour before treatment where they are given a placebo, then during treatment with the drug, and then 1 hour ...
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1answer
23 views

Test to see if key independent variable is significant across time

I am working with panel data and using OLS. Specifically, I am examining congressmen across multiple congresses. I am including congress-specific fixed effects to control for issues such as ...
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6 views

Diagnostic analysis with a longitudinal design

I have n patients, with 4 visits (1 week, 1 month, 3 months, 6 months). In each visit, they are being examined with a gold standard test and a new diagnostic test. In each visit, the sensitivity and ...
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1answer
12 views

Social Sciences: Screening cost-compliance survey

I have a survey in which 500 subjects were asked if they would take a screening test if the cost was free, \$1, \$10, \$50, and \$100. I have information on subjects' age, race, etc. I want to ...
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24 views

Plotting and interpreting residuals in Stata - How to identify a structural break?

I am researching firm level data with Stata 13. My endogenous variable is (unfortunately only) of binary nature and indicates whether a firm engaged in R&D activities or not (0;1). I use a panel ...
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1answer
27 views

Comparison of longitudinal data in a same group of participants but using two entirely different tests

I have a dataset of participants who were longitudinally followed up at two different time points. They went through a series of measurements at both points. Even though the overall domain of the ...
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18 views

Repeated measures regression with categorical and continous predictors

(This is a follow-up of a previous question of mine, and similar to this unanswered question) Scenario Say I have 30 subjects. On each subject, I have a number of categorical and continuous ...
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19 views

Panel time-series, using R

The data: I have a balanced panel of 500 – 800 observations (municipalities in Lower-Saxony, Germany) and 26 time periods (1988 – 2014). My dependent variable can only obtain values greater than zero ...
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40 views

How to implement panel data models?

I would like to implement fixed effects vs. random effects logit models using a ...
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16 views

Best method to analyse longitudinal recurrent count data

I want to analyze count data, more specifically number of prescriptions over 10 years. My first idea was to use the GEE Poisson. However, after reading some papers about recurrent history analysis I ...
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1answer
38 views

2sls for panel data in R [closed]

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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39 views

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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1answer
11 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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1answer
16 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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1answer
32 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
25 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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9 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
24 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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23 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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1answer
39 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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42 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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59 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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23 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
66 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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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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30 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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14 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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16 views

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
158 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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0answers
15 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
36 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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46 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
59 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 ...
2
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1answer
46 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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34 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 ...