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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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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7 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 ...
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1answer
26 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 ...
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1answer
43 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 ...
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40 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 ...
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1answer
18 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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19 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 ...
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1answer
23 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 ...
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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 ...
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1answer
52 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 ...
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27 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 ...
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15 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 ...
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9 views

How to do panel data analysis in Bayesian model with pymc [migrated]

everyone. I have a question on how to do panel data analysis in Bayesian model with pymc. The data is like: ...
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12 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 ...
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3answers
69 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 ...
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1answer
39 views

Interpretation of dummy variables with quadratic interaction

I am having a little trouble interpreting group dummy variables. I am analyzing the effect of the debt to GDP ratio (debtgdp) and squared debt-to-GDP ratio (debtgdp2) on economic growth (g). I want ...
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11 views

Help with fixed effects regression: adding variables turns regressors insignificant [duplicate]

after composing my model for estimating the relationship between the old-age dependency ratio (share of elderly, i.e. 65+ who are dependent on the working population) and GDP per capita, I stumbled ...
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32 views

can individuals resampled in reoccurring cross section surveys be considered as panel dataset?

I have data from a reoccurring cross sectional firm survey, For every year a new sample was selected ( with replacement between years). The data is identified, so I can see the subset of firms appear ...
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17 views

Learning pairwise influence of binary variables (networks)

I have data of 110 observations of 750 binary variables each sampled during 40 time periods. What I would like to figure out is, for each pair of variables, what probabilistic influence at time t do ...
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24 views

Estimating dynamic panel model with tricky survey data

I have a theoretical model that (given my ideal data set) could be taken to the data with a dynamic panel regression of the following form: $s_{i,t} = \eta_i + \alpha a_{i,t} + \beta b_{i,t} + ...
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39 views

Machine learning algorithms for panel data

In this question - Is there a method for constructing decision trees that takes account of structured/hierarchical/multilevel predictors? - they mention a panel data method for trees. Are there ...
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1answer
122 views

Fractional polynomials vs GAMs

I have been analyzing panel data for a while now using different methods (Generalized Linear Models, fractional polynomials and GAMs). If we just ignore GMMs for now, I have come to find that ...
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50 views

Panel data with N < T heteroscedasticity and autocorrelation. Should I include country dummies?

I have panel data of $N=18$ countries with $T=72$ months. Heteroskedasticity and autocorrelation are present in the dataset. I was working in Stata with xtreg fixed ...
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128 views

Are time series methods only good for forecasting?

Many time series methods are oriented solely in terms of forecasting (e.g., ARIMA). However, it seems like a growth curve modeling framework (i.e., random coefficient modeling) can do virtually ...
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1answer
50 views

Hausman test FE vs. RE in case that FE is not consistent

I have a twin panel data and want to estimate simple wage equation (interest in return to education). I use fixed effects(first differencing) to account for family background.(Based on: Ashenfelter ...
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8 views

Request for literature on applications of manifold-valued random variables in medical imaging

I'd appreciate some references/literature on the applications of manifold-valued random variables, i.e., random variables $X:\Omega\to M$, where M is a manifold (could be even infinite dimensional), ...
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22 views

Is there any difference between pooled cross section and pseudo panel data?

I have a 17 years (1997 - 2014) of data from independents surveys. It's a large dataset (with around 1.2 million observations), which I'm using to measure the effect of distance on unemployment ...
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37 views

Outliers in panel data

I have a panel data with 4 waves. The variable of interest for me is hourly pay which increases on average from wave to wave. I want to drop the observations with hourly pay in the bottom and the top ...
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33 views

How Can I Model Multiple Short Time Series Samples?

How Can I Model Multiple Short Time Series Samples? For example, let's say I have a new subject each month, and I measure each subject every day for the entire month. I then want to model these ...
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19 views

Interpreting fixed effect result

I've estimated my fixed effect model and a selection of the results are as follows; R-sq: within = 0.6827 between = 0.3321 overall = 0.4672 F test that all u_i=0: F(50, 499) = ...
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1answer
56 views

Using year fixed effects on data with yearly observations

I have a panel data set with yearly observations of various firms over a period of 5 years. I am running a fixed effects model in Stata using xtreg. Is it ...
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19 views

Imputing missing values of predictor for use in Regression Models

I have a panel data set that extends from January 2013 to July 2014. The response variable is complete for the entire period, however all of the predictor variables have values only up to June 2014. ...
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1answer
30 views

Running multiple FE in Stata [closed]

So I have data from ~400 cities and 15 years. I am trying to do a regression of y on x and z with fixed effects for these. I have been trying ...
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1answer
55 views

Getting a meaningful metric for variation in this type of cyclical, panel data? WSS won't exactly cut it!

This is related to a previous question I have asked, but I am not after visualization but rather a meaningful summary statistic. Situation: I have many (150k) customers. Each generates his own ...
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2answers
120 views

Time-invariant variables not being removed in Fixed Effects model. And feasibility of addional time dummies in Fixed Effect/Random modelling

I am working with severely unbalanced Panel Data of a nations Fisheries where I have individual data from all deliveries made by every single vessel. Thus far I have reshaped the data so that every ...
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1answer
440 views

How to use the Hausman test for gender discrimination?

I am trying to estimate the gender wage gap for male and female office workers in a large Swedish company to test whether there is gender discrimination. The Hausman test rejects the null that the ...
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2answers
65 views

Panel data methods

My dataset is following: firms=1000, time period=10 years, countries=20, industries=15. I declare in STATA: xtset firmid year I want to control for the ...
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17 views

Testing for Changes in Autocorrelation Levels following Shock

I'm working with an (unbalanced) panel data set. I'm interested in testing whether the autocorrelation of a variable, $F_{it}$, changes following a sudden event $Z_t=1$, where $Z_t \in \{0,1\}$, ...
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14 views

To demean or to use dummies in maximum likelihood

I have a dynamic panel data with T=20 and N=1500 and I use a maximum likelihood estimation (more precisely its a VAR). Using a dummy variable approach to account for fixed effects introuduces an ...
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41 views

Fixed Effects at Different Entity and Time Levels

This is a project I'm working on. I have MONTHLY values of X for employees of firms and I want to know how these affect YEARLY values of Y for those firms. The Y values are the same for all ...
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53 views

Multicollinearity test for panel data

I am using the within estimator (R, plm package) on an unbalanced panel with stock returns as the dependent variable and a number of financial ratios as the independent ones. I want to test for ...
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33 views

R-Multicollinearity in panel data

A similar question has come up before: Test for Multicollinearity in Panel Data R I am using the plm package and the within estimator on an unbalanced panel for a project and want to check for ...
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1answer
59 views

How to bootstrap panel data?

I'm fitting some machine learning algorithms (e.g. SVM) on my panel data. It's taking too long for my entire dataset, so I'm considering generating smaller samples from bootstrapping then fit the SVM ...
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26 views

PANEL model (MCMC): Equivalent of system GMM in MCMC

I want to fit a PANEL model via MCMC. I am concerned, that I got some covariates that are endogenous. I use MCMC for various reasons, particularly cause I got some spatial dependencies in my model. I ...
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16 views

Need help with Random Effect specification in Multilevel (mixed models): nested Random Effects and a_priori known regimes (MCMCglmm)

I need some advices with the specification of the Random Effects in my Mixed model. I got Panel data from 500 (i) district nested in 50 (j) towns over 10 (t) years. There are 3 ex-ante known regimes ...
2
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0answers
32 views

Aggregating forcast to higher spatial level

I am working on a project doing out of sample estimates of wheat yields at the village level in STATA. I am using a short panel 3 years and a sample of ~3000 villages. We are estimating a RE model and ...
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38 views

Marginal effect calculation after logistic regression with panel dataset using R

I would like to perform a logit regression with a panel dataset, I know that the pglm package does the job, however, does anyone know if there is a standard package in R that allows me to calculate ...
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59 views

Recommendation for books/notes for linear mixed effect models for longitudinal data?

I'm a beginner in data analysis who needs to learn (say in a period of 2 to 3 weeks or so) the key ideas and techniques in the linear mixed effect models for longitudinal data. I'll apply them in ...
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20 views

Missing Values in Dependent Variable and the Question on Tobit model (Panel Data)

I would appreciate some help and guidance on this issue. I have a panel data that looks like this. What I want to do is use the FDIflow variable as a dependent ...
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30 views

Alternative specific conditional logitstic regression with clustering on in individual in panel data: scientifically and computationally reasonable?

My scientific interest is to calculate the price elasticity for an overall set of products (books) in a panel dataset of observations over a 3 year period and I was wondering whether asclogit ...