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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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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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8 views

Family fixed/random effects cross section

What is the appropriate Stata command for a within family comparison in cross section dataset? Basically i hear a lot about such comparisons, siblings comparisons or within mother comparison…. Still i ...
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12 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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21 views

Issues when converting panel to cross-section? (i.e. $(y_{it},x_{it}) \rightarrow (y_{i},x_{i})$)

Let's say we've got a panel data set of individuals $i$ over time $t$, with their inputs $x_{it}$ and outputs $y_{it}$. We want to relate inputs to outputs, but the problem is that the timing of ...
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Analysing panel data - looking for hypothesized mediation and moderation effects

Good afternoon, I'd like to ask you for some help in finding a (hopefully citable) way of analyzing panel data when looking for mediation and moderation effects. Problem I have is that my measured ...
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17 views

Cross-Sectional Dependence Test in Panel-Data Models

I did cross section Dependence test in Eviews for panel data (EGLS Model) and Breusch-Pagan LM test, Pesaran scaled LM test, Bias-corrected scaled LM test confirmed the cross-section dependece but ...
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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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134 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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18 views

Why clustering residuals for localisation makes coefficient estimates to become significant?

I have a cross section dataset for a sample of individual firms (n=874) located in a Norwegian county. I test with a probit model, the probability for the firms to adopt a certain technology X, using ...
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17 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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24 views

Using zoo for irregular time series in survey datasets

For my research I am using large survey datasets (essentially pooled cross-section, sometimes panel) which are carried out in waves. For example: in one country a 1000 surveys were carried out in 2002 ...
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146 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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22 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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228 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 ...
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2answers
34 views

How to account for missing observations in multivariate regression?

My research concerns the eBay feedback mechanism. users have a "feedback score" (total positive reviews less negative reviews) and a "feedback percentage " $\frac{positives}{positives+negatives}$. ...
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2answers
51 views

Is it permissible to aggregate results from multiple cross sectional regressions?

Lets consider the following approach: (1) We estimate a simple linear regression model y = b0 + b1*x + error. The input data in our model estimation shall be: y = 1 month stock returns (cross ...
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614 views

What's the difference between an ecological study and a cross-sectional study?

What's the difference between an ecological study and a cross-sectional study? And could you provide an example?
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282 views

Endogeneity bias in cross sectional data

My supervisor asked to use 2SLS in thesis titled : Does Women's Autonomy affect child health survival" I used stata and found women's autonomy as endogenous variable, while women's education was ...
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21 views

Imputing missing values in ross-sectional time series data using R

I have time series data of various retail prices of various commodities collected from different locations. This is a cross-sectional, time series data with both spatial and time component. There are ...
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298 views

Year fixed effects for cross-sectional data

I would like to know whether I can add fixed effects to my linear OLS regression model using cross-sectional data. My regression model is $$ Performance_{n,i} = β_0 + β_1 (Performance_{n-1,i}) + ...
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17 views

Cross sectional data an progression of disease

I have data of 2300 patients gathered within 12 years. They all were investigated at the first consultation, giving age, age of onset and different influencing factors. The contracture of all finger ...
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26 views

Interpreting contradicting findings: Regression coefficients t-stats, R squared, variable sorts

I am currently doing a research on stocks returns and have a qualitative statistic question. I am basically testing whether two groups of variables do a better job in explaining returns: firm ...
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54 views

Pseudo panel data

I have data that looks like this ...
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22 views

case-control study with cross-sectional data

I have a General Practitioner dataset for several thousand patients, taken at a single snapshot in time (let's call it time X). Patients that have died since the database was set up are therefore not ...
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1answer
52 views

Does the sum of correlations make sense?

For the descriptive purposes, I am looking at the (Pearson) correlation coefficients between 6 variables over 4 periods separately. Thus, I computed the correlation between 15 pairs. I am doing a ...
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1answer
273 views

“Matching” with cross-sectional studies: are the samples dependent?

I am comparing the prevalence of disease in participants of two separate cross-sectional surveys. One survey is from a group of prisoners and the other is from the general population. To account for ...
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1answer
119 views

Combining cross-sectional data with panel data

Let's say I want to regress crop yield as a function of rainfall and temperature. I collected data across 20 locations and 10 years and construct a model regressing yield on rainfall and temperature ...
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256 views

Appropriate econometric model for repeated cross sectionals

This is a question about repeated cross sectional and panel data analysis. I have scoured through related questions on this site and Stack Overflow but haven’t quite found what I am looking for. Data ...
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405 views

Difference between Multivariate Time Series data and Panel Data

Recently I got mix response on the difference between multivariate time series data and panel data. I completely understand the difference between cross sectional data, time series data and panel data....
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43 views

Run a regression with data from different measurements

I have a population $N$, that can be divided into several samples. 1 sample, $S$, was taken out from $N$, let's say a piece of paper from a page of a manuscript; this piece of paper is divided into ...
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179 views

Conditional mean independence

This is about conditional mean independence, but it does not explain why the relation is $E(u_i|X_{1i},X_{2i})=E(u_i|X_{2i})$: it's only a fact. How can i prove it? We know that $X_{1i}$ is the ...
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156 views

homoskedastic and heteroskedastic standard errors

Stock and Watson is absolutely not clear in this respect, at least as far as their derivation. It says that, starting from the variance of $\hat{\beta_{1}}$ (that is $=\frac{1}{n}\times \frac{var[(...
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43 views

What does the term “Cross-section” mean in the context of empirical finance

For instance, there is a paper entitled: "Volatility Risk in the Cross‐Section of Stock Returns" What does it mean to imply by the Volatility Risk in the cross-section of stock returns? I know what ...
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564 views

Hierarchical panel data: Fixed effects vs. hierarchical linear models vs. mixed models [duplicate]

I have problems about understanding the intuition and differences about when to apply fixed effects, hierarchical linear models (multilevel models) and hierarchical mixed models. I will try to explain ...
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144 views

Crossed Vs nested factors in clinical study design

I'm conducting a clinical survey which has a really complex experimental design and I have doubts about what factors need to be considered as nested and which crossed. The study include 30 subjects, ...
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1answer
122 views

An Auto-correlated Cross-section?

When there is a time-series $\left\{X_1,\cdots,X_T\right\}$, one can compute sample auto-correlations using the data. For example, $\widehat{\mathrm{Cov}}\left[X_t,X_{t-1}\right]=\frac{1}{T-1}\sum_{t=...
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1answer
616 views

durbinWatsonTest() in R for non time-series data

I am trying to understand whether the Durbin-Watson test is meaningful at all when applied to regression data that have no temporal order (eg. ...
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0answers
159 views

Multinomial logit model in cross sectional time series

I'm working with a cross sectional time series database where my dependent variable is a set of unordered categories (hence multinomial logit). It's highly likely my errors will be correlated over ...
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0answers
20 views

What does N-day correlation mean?

I have a stock price data for each day for stocks A and B for 5 years. I am asked to calculate: 1-week, 1-month, 3-month and the 1-year correlation between them. I am puzzled as to the definition. Do ...
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1answer
62 views

Adjust for one factor in time series analysis

I would like to analyze whether blood pressure is higher in winter than in summer through time series analysis: in particular, I would like to use repeated/pooled cross-sectional time series analysis ...
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1answer
566 views

How to fix serial correlation in a cross sectional data set

I am doing my thesis at the moment and I needed to check the BLUE assumptions for my data set. I am doing my thesis on trying to explain IPO underpricing and my data set consists of 100 companies who ...
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185 views

prediction with cross sectional data

I have learned linear regression for a long time but obviously not good enough so this question may seem naive. Let's say using historical data from time 0 to time T we construct the linear ...
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57 views

Picking models to explain between-group and over time variation of panel data

I have a four-period panel dataset with quite a few variables in country aggregates. I am trying to answer two questions: Firstly, I need to identify variables which do the most to explain variation ...
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77 views

What kind of data do I have (the closest is pooled cross sectional data) and how to analyze it?

I got a question regarding the kind of data I have and suitable analysis methods. What I did is that I collected data over 5 points in time. Subjects could sign up for the study (~1100 did) and then I ...
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1answer
4k views

How do I interpret the slope coefficient of a variable expressed in percentage terms?

The regression is as follows: Y - Crime rate per 1,00,000 of the population X - Inequality : expressed as percentage of people living below the poverty line In the data values of Y are the numbers ...
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38 views

Cross-country binary data analysis

We have cross-sectional data for 4 countries. Both dependent and independent variables are categorical.(binary data, in 'yes/no' form). Our analysis focuses on comparison of independent variables in ...
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588 views

Cross sectional regression analysis

I am working on a data analysis project. In this project we have to examine whichever topic we want and construct a regression model related with that topic, it can be either cross-sectional or time ...
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26 views

Endogeneity: Different composite variables as dep. and indep. variables in regression equation but both have a common variable

I am working on firm-level survey data. It is a cross-section. Method of obtaining dependent variable of regression equation: 1. log(gross value added)-log(fixed assets)-log(employment) 2. taking ...
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1answer
124 views

Common support with multiple treatments

I want to use for my analysis propensity scoring. In the case of a binary treatment, one can restrict estimation to individuals in the region of common support in a straightforward manner using the ...
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2answers
5k views

Can I use the fixed effects model on cross-sectional data?

I'm just learning econometrics, so I would like to know if I can use fixed effects/random effects on cross-sectional data. I have read many papers where they use these model with data panel, but my ...