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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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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43 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
15 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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16 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
21 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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16 views
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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22 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
29 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
31 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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29 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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9 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
79 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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0answers
12 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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41 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
20 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
28 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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24 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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176 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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0answers
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
37 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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9 views
Why significance can change from fixed time effects to both fixed time and cross sectional effects?
I am currently carrying out my master's thesis research about the impact of operational risks in the capital adequacy of european union banks. I have a dated panel OLS regression model w.r.t. banks ...
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26 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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0answers
10 views
Cross-sections correlated, but time series is not, what are some possible explanations?
I have data from a longitudinal cohort study, and I'm trying to look at associations between pairs of Likert items. I'd like to determine what is the correlation between individual responses to these ...
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27 views
Matching with panel data and time-invariant treatment
I have panel data with municipalities in years being the unit of analysis. I want to examine the effect of industrial mining on interpersonal trust on the municipality level.
The social trust data ...
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1answer
88 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
159 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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43 views
Cross-sectional pooled regression
I have data from three surveys conducted in three different years (2012, 2014, 2016). Each survey was administered to public managers, but not necessarily the same ones (some retired or changed ...
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0answers
52 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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0answers
56 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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45 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
84 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 ...
2
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1answer
614 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 ...
2
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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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0answers
62 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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0answers
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
92 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
53 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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0answers
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 ...
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0answers
28 views
regression with percentage DV and multiple dummy IV
I am running a market analysis about e-mail responses for my marketing class.
I have the following data entries:
Observations: 400 different sequences of e-mails where sent to different target ...
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1answer
520 views
Constrained Linear Regression with multiple factors in R [closed]
I am trying to figure out how to run a simple linear model with two factor variables as regressors without the intercept. In particular, I would need to write a code to replicate the Barra Fundamental ...
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1answer
56 views
NPS daily survey data
I have daily surveys sent to users of several of my organization´s services, the surveys consists only on NPS question (How likely would recommend X? on a 0 to 10 scale), number of respondents vary by ...
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1answer
2k views
Choosing the right stats textbook - graduate level
I want to do some self studying over the course of the summer. However, I find it hard to choose a good textbook amongst the plethora of possibilities.
I study political science at graduate level. So ...
