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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17 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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18 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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22 views

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

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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64 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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9 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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20 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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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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24 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
58 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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57 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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33 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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6 views

Analysis of variables that can be both cause and consequence of the outcome in cross-sectional data

We are studying the risk factors for healthcare-associated infections (HAI), considering both patient and hospital-level variables. To achieve as more as possible a causal interpretation of the ...
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50 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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39 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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92 views

Combining cross sectional and time series into pooled regression

Is there a way to run both cross sectional data and time series data in a single regression? For example, the code below generates a 5x3 panel data set (5 days of observations for 3 categorical ...
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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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37 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
59 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
346 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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25 views

Implementation of Hypothesis test on R² for regressions in cross-sectional setup

I am confused by the paper of Kan et al. (2013 - "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology") which proposes the execution of hypothesis tests on R² of ...
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1answer
29 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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29 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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37 views

Forecast using Cross Sectional data? Correlation vs Causality

I try to predict the revenue of a store given its characteristics. Is it possible to establish a parsimonious model that can predict at a different point of time without establishing a logical or ...
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15 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
77 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
45 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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32 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
1k 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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26 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
397 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
51 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
1k 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
91 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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1answer
3k 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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106 views

Pseudo panel data

I have data that looks like this ...
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30 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
141 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
623 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
291 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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0answers
407 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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1answer
984 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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44 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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48 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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0answers
1k 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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195 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, ...