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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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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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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23 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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8 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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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
36 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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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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17 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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17 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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23 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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20 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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131 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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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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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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24 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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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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25 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
76 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
122 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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40 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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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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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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50 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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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
77 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
519 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
32 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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48 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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16 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
86 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
50 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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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
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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27 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
471 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
55 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 ...
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2answers
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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
109 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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2answers
4k 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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111 views

Pseudo panel data

I have data that looks like this ...
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31 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
183 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
707 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
384 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 ...