Questions tagged [cross-section]

Cross section data is drawn at a single point in time as a sample of many different units from a certain population.

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What is the best method for analysing data from 10 countries, over ten years with ten variables?

I am undertaking my dissertation and I am analysing the effect FDI has on economic growth in Southeast Asian countries. I have data from ten variables for each country (10 in total) and have gathered ...
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19 views

Cross-sectional study design with no control group compares 2 treatment arms

There is a trend among medical research that assesses cross sectional (singular point in time) treatment comparisons between 2 treated groups in retrospective data. In other words the a person who ...
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Doing T-test across two data sets [closed]

So our paper is undergoing a second round of reviews and one of the reviewers asked the following question: "Add a t-test for wave 1 vs. wave 2. They won't be perfect, but if they are included as ...
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Study seems to show inconsistencies in study population

I'm currently reading this paper about the adherence of health check-ups in the korean population and try to make sense out of the given numbers. In particular I am confused about the adherence to ...
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1answer
30 views

Difference Score as Outcome Variable [duplicate]

I am trying to evaluate the effect of a certain policy on the achievement gains of students between two points in time. However, not all the students are exposed to this policy. I am supposed to use ...
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1answer
16 views

Diebold Mariano test for non time-series data

Can the Diebold Mariano test be used to compare the MSE of two models (trained on the same data) for non time series data?
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63 views

Pooled cross-sectional data or Fixed Effects?

Note: Apologies in advance for mistakes in terminology and understanding of the methods, I am a novice at this. I would like to compare the mental health of different groups of immigrants (by region-...
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22 views

Usefulness of decomposition of time series in a panel data regression analysis setting?

So, I am working with panel data. The different panels are for the different inverters that are present inside a solar plant. Each panel has variables that are time variant and are sampled at a 15 min ...
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9 views

Test for nonlinearity in cross-sectional time series data in R

I have a cross sectional time series dataset that looks like this: ...
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50 views

complex Difference-in-difference formula

I have 5-year sales information from a grocery store in Canada. I want to check whether an event that happened in 2017, affected the effect of the price of a product on its sales. For example, imagine ...
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1answer
16 views

Controlling for Exam Change in Regression Model?

I am analyzing exam data collected from participants who applied to an academic program. The data was collected from 2014-2018, and applicants only took the exam once when applying to the program (...
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116 views

Differences between time-series regression versus cross-sectional regression

I am currently trying to grasp the differences between time series regression and cross-sectional regression, because these terms are often used in papers about market predictability. I understand ...
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1answer
55 views

How can I control for unobserved heterogeneity with cross-sectional data?

I want to run a cross sectional regression for 700 firms in the US to test the impact of working capital on profitability. I specifically want to limit my analysis to the 2008 financial crisis and ...
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How to handle cross-sectional data in the long format? (Especially in R)

I'm conducting a study where my independent variables are mostly cross-sectional, but my dependent variable is longitudinal. Specifically, I'm looking at how the foundation characteristics of ...
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26 views

Hierarchical models and fixed effects

I'm trying to model some data using hierarchical models. I have the data at two levels, I have information for different firms in seven countries, $Y_{ij}$. So, the data is a firm-country level. I ...
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27 views

Which techniques can be used to explore causality in repeated cross-sectional data?

I have repeated cross-sectional data for certain variables during 51 years (hundreds of variables, measured every year). The number of samples (individuals) for which these variables are measured in ...
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1answer
33 views

Do we always need at least two time points in order to do a fixed effects model?

I have a question concerning fixed effects regression models. I have a cross-sectional data set which only accounts for one year (2017). I want to look at the effect of one individual factor (e.g., ...
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20 views

Estimation of the coefficient matrix in a matrix equation

I am wondering if the following estimation problem makes sense. This question is initially posted in operations research, stack exchange. I know there is a physical system having an underlying ...
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1answer
34 views

How many observations should a dummy variable encompass?

So I feel like this is a rather stupid question, but I can't find a straightforward explanation on the issue. When constructing a dichotomous dummy variable, how many observations should each category ...
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53 views

Creating a synthetic control with pooled cross-sectional data

Is there a way to create a synthetic control using pooled cross-sectional data, rather than a panel? I'm analyzing a staggered reform and, so far, the methods I've found require having a panel: Ben-...
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10 views

Accounting for connectedness during the analysis of nodes in a directed acyclcic graph

I am studying a river network and environmental features measured at different stations along the network. Often, one station is higher up the river than another (or multiple others). I can ...
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2answers
31 views

Comparing job satisfaction of part-time workers from two different industries

I would like to compare the job satisfaction of part-time workers in the health industry and the financial industry. Should I do a t-test? How can I do this with R. Can I use stargazer to get a table ...
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1answer
317 views

Fixed effects in a cross-sectional data set

I am conducting a research with a cross sectional data set (1 year, multiple countries). Now i am researching the likelihood of supportive leadership and firmsize. Now firm size is a catogorical ...
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17 views

Validity of applying cross-section analyses to balanced panel data

(I apologize if this question is off-topic.) I would like to apply a method developed for time-series cross-section data to a balanced panel dataset to estimate the effect of a treatment. What I mean ...
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77 views

Repeated cross-sectional data and propensity score matching/entropy balancing

I want to analyze the effects of a health care reform introduced in one region in 2009 on various outcomes using difference-in-difference (DID) analysis. I have access to repeated cross-sectional ...
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1answer
46 views

dummy variables and cross section data

I am building a linear regression model to analyze one cross-sectional dataset. In my dataset, there is one string variable called "firm_name", which includes 100 firms(name1, name2, name3......
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1answer
33 views

Calculating confidence interval for cross-sectional study with dichotomous variables

I am conducting an epidemiological study and will have results that tell me which proportion of my population will have immunity to a certain disease. The results here will be immune / not immune with ...
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39 views

Should I include country dummies when I combine datasets of 3 countries?

I am currently doing the analysis using firm-level data of three countries combining together. Also, it is a cross-sectional analysis. Therefore, in the Ordered Probit regression, I control for ...
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28 views

how to examine a relationship between categorical variables with several levels? [duplicate]

I would like examine if the job satisfaction of part-time workers is higher or lower compared to full-time workers. My dataset consists of 4125 cross-sectional observations. independent variable: ...
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248 views

Fama MacBeth vs. Pooled OLS

I have an unbalanced panel of monthly bond returns and would like to regress them on several possible return-drivers. There is cross-sectional correlation in the residuals. In this case, Peterson ...
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12 views

Compare ratings of players over different leagues?

I want to compare ratings of players from different leagues and predict rating of player in a league he/she didn't participate in. Rating of a player is estimated within a league where he was playing. ...
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1answer
31 views

What to do/tests to run when population size is unknown [closed]

Shall I stick to descriptive statistics? Everything I know about making inferences about a population seems pretty redundant. Feel free to roast me I'm working with some non-experimental cross-...
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1answer
38 views

Predicting house prices with machine learning. Problem with time-varying variables

I'm currently trying to cross-sectionally predict house prices using statistical learning methods. I have collected prices from 2009 until 2020. I have loads of time-invariant variables on the ...
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28 views

compare the means of two cross sectional time series

I have bi-variate annual ($n=6$) time series data for each company $i$ (number of companies $k=5$): $$\begin{bmatrix} X_{it} \\ Y_{it} \end{bmatrix} ,\, i = 1,\dots, k,\, t = 1,\dots, n$$ Where $...
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105 views

Proper Average Treatment Effect estimators (and standard errors) for Generalized Linear Models with log link?

What is the proper formula for estimating the Average Treatment Effect with a simple main effects generalized linear model? My first pass at defining the Average Treatment Effect for a GLM with a log ...
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1answer
240 views

Why does SUR improve efficiency of parameter estimation over OLS?

If residuals for the same observation from two 'seemingly unrelated' equations are correlated, then it is often stated that there are efficiency gains from estimating the parameters of the two ...
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54 views

Choice of model/strategy for multiple regression analysis

I am doing an econometrics course where I am to do a regression analysis on some firm data. I want to analyze some shipping data of frozen goods to predict the temperature of the shipped goods at ...
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66 views

Multicollinearity when estimating a gravity model

everyone! I am estimating a gravity model in order to analyze the impacts of tighter environmental regulations on international trade. More specifically, I am analyzing Brazil's trade flow. My (...
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1answer
58 views

Methods for analyzing “cross-frequency” tables?

I am looking for a statistical method that is suitable for the problem: which goods in my shop are most frequently bought together, and which aren’t? For my commodities, I can make a table like this ...
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51 views

Using ML algorithms like decision trees, support vector machines, neural networks for panel data [duplicate]

Someone has already asked here and here on this but no one has answered yet in terms of predictive modelling. If I have a panel dataset of customers, their demographics and their order amount in ...
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1answer
111 views

Survival analysis without observing survival times [duplicate]

I have a cross-sectional dataset in which, for each participant, I know their total exposure time and whether they experienced an event during their exposure time (1/0). However, I do not observe the ...
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1answer
761 views

Panel Regression vs. XGBoost Time Series Features

Panel regression is a technique to merge longitudinal and cross sectional data together in a linear model. Linear model doesnt work well since by bringing time series features into the model, it can ...
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1answer
35 views

Significance of a variable - Regression Model alternatives

I am looking at cross-sectional data. I have a dependent variable and a set of independent variables. Specifically, I want to assess whether a binary variable has a significant influence on the ...
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66 views

Cross Validation with Panel Data of Variable Length

I have a problem of wanting to predict $y_t$ from $x_t$ and some lags given a series of $\{(y_t, x_t)\}_{t=1}^T$. To build my prediction algorithm I was hoping to use cross validation techniques such ...
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17 views

Statistical significance of co-efficient derived through several regressions for panel data

For the panel data that I have, I'm trying to run multiple one-variable regressions (y=ax+e) across time periods - i.e. one for each time period. Naturally, the a's that I find from each regression ...
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1answer
95 views

longitudinal vs. cross-sectional vs. panel analyses

I would appreciate some help distinguishing between cross-sectional, longitudinal, and panel analyses. We surveyed people at T1 and surveyed these same people at T2 (four weeks later). At T1, we ...
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1answer
59 views

Fitting Beta Distribution Parameters to Y conditional on X

I have a bi-variate data set where Y is in [0,1]. X is some measure of intensity and in this example is (0,~200) though there is no hard upper bound. X has a strong positive skew but I am not ...
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13 views

Regression using different data sets

Using a multiple regression, do all observations have to be from the same dataset? For example, assume a survey is conducted with some likert scale questions along with other predominantly categorical ...
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34 views

Question regarding FamaMcBeth regression

I'm new here and hope you can help me with three questions I'm having in regard to the FamaMcBeth regression methodology. What is the advantage of using firm specific returns instead of an aggregate ...
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1answer
2k views

Cross sectional regression in excel [closed]

Hi Can someone please let me know whether cross sectional regression is possible in Excel? I'm trying to evaluate CAPM from MacBeth regression. I need to run the cross sectional regression, but ...