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)

0
votes
0answers
8 views

the distinction between TSCS vs panel data

I have read that the distinction between the time series cross section data and panel data is that TSCS has longer time dimension than the cross section units while the other way is true for panel ...
0
votes
0answers
28 views

Panel-data - dependent variable is annual .. independent variable is quarterly

My dependent variable y is observed on an annual basis and my independent variable x is observed on quarterly basis. My ideas for the panel-data regression: Converting x to annual basis by ...
2
votes
1answer
45 views

Unbalanced linear mixed effect modeling for longitudinal data with lme4

I'm new to longitudinal analyses, and I'm having trouble formulating a model that accurately reflects my study design. This study recruited subjects for two groups (dx vs. control), with measurements ...
0
votes
0answers
9 views

Unbalanced panel dataset estimation

I have a dataset with data concerning numerous variables relative to many countries over a 45 year period of time. The problem is that for many variables there are missing values for many years (worst,...
-1
votes
0answers
14 views

Unbalanced Longitudinal data and BUGS

I'm completely new to JAGS/OpenBUGS so I would really appreciate a push in the right direction when it comes to specifying my model. I'm using an unbalanced longitudinal data that is compiled by 103 ...
0
votes
0answers
17 views

Organizing time series data? Managing variables related to both cases AND time points

I have a time series data set, basically the daily (fluctuating) price of many (>5,000) products. There are numerous variables characterizing each product (e.g., product category, year introduced, etc....
0
votes
0answers
5 views

implication of intra-class correlation coefficient for panel data estimation

What does intra-class correlation coefficient imply for panel data estimation? If ICC is very high (0.9), is it ok to estimate the model using fixed effects (with clustered errors), or is there any ...
1
vote
0answers
11 views

How to Test for Some Basic Assumptions of (Zero Inflated) Negative Binomial?

I am currently working with a T dominant panel --time-series cross-section dataset-- that has N = 8 (eight European countries) and T = 28 (28 quarters for each country). The dependent variable --...
0
votes
0answers
13 views

Why identical results when including lagged values in regressions with logged and growth rates as dependent variable?

I am analyzing the effect of autocrats on GDP per capita using a country level panel data. I run two regressions: first using ln(GDP per capita) and then growth rate of GDP per capita as dependent ...
0
votes
0answers
10 views

Linear dependency between factors in longitudinal CFA

I have run a multiple indicator growth model to test consistency of a model over three time points (essentially longitudinal CFA, if I'm understanding correctly). When looking over the model, MPLUS ...
1
vote
0answers
7 views

Split random or fixed effects into categories

Consider a simple panel data model: $$y_{it} = \alpha_{i} + X_{it}\beta + e_{it} $$ where $\alpha_{i}$ could be either random or fixed effects. Say your data has a categorical variable $Z_{i}$ so ...
2
votes
1answer
50 views

Dynamic treatment timing in a panel-DiD framework

I have a question regarding the timing of treatment effects and how one could use the difference-in-difference estimator on a panel data set. Let me begin by saying that I have a big firm level ...
0
votes
0answers
19 views

Cross-sectional independence tests returning p-value NA

I'm a Master student researching for his thesis. In a panel data analysis, I have a sample of 141 observations related to airports. First lines are: ...
2
votes
0answers
65 views

Which is the best approach? Difference in Difference with Heterogeneous Effects

I am interested in the performance of two competing approaches to estimate a treatment effect, for which one would expect heterogeneous effects. The point of origin is a treatment conducted from ...
0
votes
0answers
11 views

R2 low for difference-in-difference panel data with fixed effects

I performed a difference-in-difference with panel data and firm + time fixed effects. I have 2 questions regarding the very low (almost 0) $R^2$: When only ...
2
votes
0answers
18 views

Comparing time series of small N group of individuals but reasonably lengthy time series

I have been given some data about pre and post release behavior of a small group of rehabilitated animals in Africa, with some measures of success being how much food the animals eat in the wild and ...
1
vote
0answers
19 views

Error structure: FE vs within-between RE

Model Setup My dataset is a country-year panel and I ran two estimations: A classical OLS model with country and year fixed effects $y_{it} = \beta x_{it} + \eta D_i + \mu D_t + u_{it}$ where $x_{...
0
votes
1answer
37 views

Can unit/time dummies be included with PCSE or XTGLS?

I am currently working with a balanced time-series cross-section dataset (or a T dominant panel), consisting in 8 units (countries) and 32 observations (quarters) per unit. Thus, the dataset has 8 x ...
0
votes
1answer
23 views

Diff-in-Diff with a small N (N=20) and a small number of treated units (2 or 1), but with large T (T=80). What are the main problems?

What are the main problems one may have when estimating a diff-in-diff model with small N (N=20), small number of treated units (2 units) and a large T (T=80)?
1
vote
1answer
43 views

When is cross-sectional data better than panel data?

When is cross-sectional data better than panel data? That might be a weird and strange question: I personally think panel is the best choice but I still want to know if there is some expectations or ...
0
votes
0answers
10 views

Power Analysis for 1-sample Longitudinal Observational Study

I need to calculate the minimum detectable effect given a known N and desired power. I have a CONTINUOUS EXPOSURE and continuous outcome, each measured twice (baseline + 1 follow-up). If possible, I ...
0
votes
0answers
16 views

Conditional Fixed Effect logistic model with unbalanced multilevel panel data

I have troubles finding methodology to test a model in R. My question may be long and contain many details, but I will be glad if somebody can help me and give some hints how to tackle it. I have ...
0
votes
0answers
6 views

prediction of Random Effect (BLUP) in unique model framework

Basic question: Is there any method that could predict the random effect in different model framework than GLMM(generalized linear mixed model)? while I was reading ...
1
vote
0answers
19 views

Estimation of correlation matrix for panel data

I want to estimate correlation matrix for panel data. However, I am confused how to proceed? Should I estimate it as pooled, over time, or cross-sectionally? ...
0
votes
0answers
22 views

how to deal with panel data with categorical variable in regression

I have got a panel data regarding to electric consumption(including total consumption,AC consumption and light consumption) among different buildings.There were categorical variables I have already ...
1
vote
0answers
27 views

Time trend in DF unit root test

I have a couple of questions concerning the time trend (βt) in an augmented Dickey-Fuller test for panel data: 1) From what I understand there is no clear rule/standard or test as to when to include ...
4
votes
0answers
46 views

Average Marginal Effects from Chamberlain-Mundlak Device CRE Probit

I am trying to calculate the average marginal effects for the Chamberlain-Mundlak Correlated Random Effects probit model. The ultimate goal is to get something equivalent to the AME from the fixed ...
0
votes
0answers
4 views

sample size for longitudinal quasi-experimental evaluation

I am working on the evaluation of a proyect designed to help crime victims to overcome their experiences. My main hypothesis is that the program prevent these victims being crime victims again. Since ...
1
vote
0answers
16 views

Sales Regression Analysis: Control for individual sales people

I am doing analysis on sales person behavior. I am measuring what effect certain sales behaviors have on revenue. An example of measured behaviours might be: number of phone dials, time on the phone, ...
2
votes
1answer
69 views

Mathematical derivation of correlation in dynamic panel data model

My question is about deriving a result in Cameron and Trivedi - Microeconometrics (2005) on page 763, section 22.5.1. The section's subject is Dynamic Panel Data Models - True State Dependence and ...
2
votes
1answer
28 views

How to estimate customer purchase likelihood from how often they visit?

I am looking for a model that determines the likelihood of a customer making a purchase after visiting my website multiple times. What I anticipate is there's two types of visitors... (1) those that ...
0
votes
0answers
18 views

Analyzing event occurrences in panel data

I have a dataset with over around 50 firms over 10 years, 8 time varying firm level characteristics as predictor and as response, technologies that they adopted each year. For the response variable, ...
-1
votes
1answer
40 views

Include time dummies with xtreg,fe? [closed]

Is running: xtset panelvar timevar xtreg dep indep, fe the same as just running ...
3
votes
0answers
37 views

How should I include age in this mixed-effects model?

I've got repeated measures of hearing thresholds for a set of patients who each have a different inner ear measurement. This data is unbalanced, there are a varied number of measurements at varied ...
0
votes
0answers
21 views

State space modelling of longitudinal data in r

I have n stations, and for each station there are m time series observations on different days, each of length ...
0
votes
0answers
42 views

Difference in Difference With Multiple Treatment on Multiple Time Periods

I have panel data and I want to apply DiD. However, I don't have any specific time period for the treatment but treatment occurs at different time periods for different units. A unit may get treatment ...
1
vote
0answers
31 views

How to estimate a fixed effects regression WITH robust standard errors AND instrument variables

I have been trying to estimated the stated problem, but I only succeed in parts of it. The following artificial setup is supposed to illustrate my problem in detail: Setup the data: ...
2
votes
1answer
63 views

What is the probability of the first positive event in an sequence of binary events where sequences have finite but random lengths?

I have a time series of observations from a longitudinal study of individual objects. These observations are seen as discrete sequences of features, one sequence per object. The sequences have ...
0
votes
0answers
13 views

Panel Data inference with small Sample

I am studying the Public expenditure regarding Health and Pensions in the European Countries, during 17 years. Which means i have t=17 and n=28. Will this small sample lead to non-valid inference? ...
0
votes
0answers
14 views

How can I account for multiple standardized tests being used during a longitudinal study?

I am currently conducting a longitudinal study of the growth of student test scores over time, and many of the districts in my study have switched to a new state assessment. The new assessment and the ...
1
vote
0answers
16 views

General question regarding unit-root tests on panel-data

I am running FE and RE regressions and my Prof. suggested that I run unit-root tests. I have been trying to do that with R but am not able to find a library that will handle unbalanced panels with ...
1
vote
0answers
19 views

R: Calculating Unit Root for unbalanced data with gaps

I have panel data that I need to calculate a unit-root test on. The data is unbalanced and has gaps. Does anyone know of a library that handles unbalanced panel-data with gaps? I have tried the ...
0
votes
0answers
12 views

Trend break in panel data

I have a panel of countries (N= 30) over four decades (T= 40). I would like to test the impact of a policy by analyzing whether it led to a change in the trend in the outcome variable. Note: The ...
0
votes
0answers
17 views

What is the formulaic relationship between R2 and correlation coefficients between different units in a balanced panel data set?

I am trying to understand the relationship between R2 and correlation coefficients between different units in the underlying data. Specifically, I have a balanced panel data set, with N different ...
6
votes
0answers
22 views

Autocorrelation specification in lme )

I am modeling wood properties variation of several individual within the same tree species using multilevel lme(). I specified a first model as : ...
0
votes
1answer
46 views

How to do hypothesis testing for many individual means over time?

There is a data set that has yearly data for mean values of the number of ice creams eaten for 5 persons. The data set has values for 5 persons and 5 years(5x5 panel). Suppose due to some theory it is ...
0
votes
0answers
6 views

Main assumptions of longitudinal support vector classifier

When looking for methods to perform classification on longitudinal data, I stumbled upon Longitudinal support vector classifiers, which seeks to find not only the hyperplane parameters $\alpha$ but ...
2
votes
0answers
25 views

How to predict individual coefficients and residuals with unbalanced panel data

I have a panel data with income for individuals over years, and I am interested in the income trends of individuals, and unexpected changes in income (i.e individual coefficients for income over years,...
0
votes
0answers
15 views

Can you use Cox proportional hazard model for panel data?

I need to regress health variables on pollution (PM10), and I have seen that for variables such as lung cancer that take a long time to develop, papers generally use the Cox proportional hazard model. ...
2
votes
0answers
45 views

R: Stationarity/non-Stationarity: implementing a solution

I have an Augmented Dickey Fuller Test in R on leg_totalbills that shows I can not reject the null hypothesis: Unit Root. The ...