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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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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18 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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21 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
57 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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33 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
37 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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134 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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22 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
24 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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19 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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29 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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Panel vs 2-pass regression

Consider the following data generating process. For simplicity, assume all quantities are scalars with $Y_{it}$, $X_{it}$ and $G_i$ observable for all $i\in \{1..N\}$ and $t\in \{1..T\}$ where $N\gg T$...
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analytical technique for experimental research with one independent variable; three moderator variables

The experimental research that I want to do has one independent variable and three moderator variables. The independent variable X is treatment which consists of three categories: 1. control group; 2. ...
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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
56 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
41 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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120 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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23 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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60 views

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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44 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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31 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
722 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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25 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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23 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
285 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
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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
807 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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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
74 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
2k 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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93 views

Pseudo panel data

I have data that looks like this ...
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28 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
84 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
474 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
196 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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358 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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637 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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47 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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897 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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179 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
166 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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2answers
838 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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217 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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22 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
69 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
672 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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266 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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65 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 ...