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.

194 questions
Filter by
Sorted by
Tagged with
1 vote
25 views

Assessing dependencies

I am looking for a method to assess the dependencies between random variables (cross sectional data). I know that I can use copulas models, but I'd like to see if there are any other alternatives.
• 31
225 views

Test whether cross-sectional dependence in panel data follows known (network/spatial) structure

I want to test whether cross-sectional dependence in one specific variable (y) in panel data format follows a known structure (W) (e.g. network, spatial dependence), after controlling for individual ...
• 91
4k views

Causal inference from a cross sectional study design

As far I know, causal inference can be made only from longitudinal study designs. Is there any way to make causal inference from a cross sectional study design? If yes, how can I do this? Please share ...
• 613
98 views

Interpreting OLS Cross-Sectional Macro Data

I have the following model: $y=a_0+a_1(x_1/z_1)+a_2(x_2)+e$, where $y$ = the average log of variable y, $x_1$ = the average ratio of $x_1/z_1$, $x_2$ = is the averae log of the variable $x_2$. ...
• 335
1 vote
1k views

Analyzing Independently Pooled Cross Sectional data (TIme series)

I am new with time-series data analysis. It seems that there is some confusion in terminology (Panel, and time-series cross-sectional). But my question is general in nature. How do I analyze a ...
• 11
80 views

can individuals resampled in reoccurring cross section surveys be considered as panel dataset?

I have data from a reoccurring cross sectional firm survey, For every year a new sample was selected ( with replacement between years). The data is identified, so I can see the subset of firms appear ...
736 views

Is there any difference between pooled cross section and pseudo panel data?

I have a 17 years (1997 - 2014) of data from independents surveys. It's a large dataset (with around 1.2 million observations), which I'm using to measure the effect of distance on unemployment length....
2k views

What to call exponentiated coefficients from a Poisson/negative binomial regression of cross-sectional data

In epidemiology, exponentiated coefficients are often reported as odds ratios, relative risks/ incidence rate ratios or hazard ratios. In the analysis of cross-sectional data using Poisson/negative ...
• 635
2k views

Avoiding spurious regression with cross-sectional data

I have been reading everything I can get my hands on about spurious regression but can't seem to definitively find out what is best in regressing cross-sectional data including non-stationary ...
• 75
246 views

type of study and sample size

I'm a medical student and for my thesis I'll study some features of the retina in patients in neurodegenerative disorders (Parkinson, Alzheimer) compared with controls. We are not going to make a ...
4k views

Time Series Cross Sectional Analysis and Forecasting With R

cty time tl Argentina 2009_Q4 3 Argentina 2010_Q1 2 Argentina 2010_Q2 7 Argentina 2010_Q3 7 Argentina 2010_Q4 10 Argentina 2011_Q1 7 Argentina 2011_Q2 7 Argentina ...
• 961
1 vote
429 views

Help with determining model for cross-sectional data where all variables are dummies

I am currently working on my dissertation project where my data are essentially all dummies. From my dependent to my independent variables, everything is a dummy variable (0,1), at least for the ...
1 vote
852 views

Cross-Section Dummy Variables in a Logistic Regression

first of all - I am not really into regression analysis (I have performed some linear regressions) and my statistic/econometric skills are more or less elementary. I have panel data (several ...
• 11
1 vote
1k views

42 views

Predictive Model with Underlying Environment Trending

I'm looking for some ideas / perspectives on what can be done when a predictive model is being trained on sample data that is taken over a period of time and the underlying environment is changing (...
• 7,950
400 views

Accounting for post-intervention bias following propensity matching

Using a large, cross-sectional survey of victims of violence, I am interested in testing the effect of alcohol intoxication (let's call it the 'treatment') on victims' subjective rating of the ...
1k views

How do you specify a binary time-series-cross-section model in lme4?

I have a standard binary time-series–cross-section (BTSCS) model that I would like to specify as a mixed effects model using the lme4 package. I've read elsewhere that time-series–cross-section (TSCS) ...
• 21
1k views

Why is using cross-sectional data to infer / predict longitudinal changes a Bad Thing?

I'm looking for a paper which I hope exists, but don't know if it does. It could be a set of case studies, and / or an argument from probability theory, about why using cross-sectional data to infer / ...
• 1,048
4k views

Shanken (1992) correction for t-statistics

I have done a cross-sectional regression of time-series average returns on estimated Betas (over the same time horizon) to determine average premiums. So far so good. But I was told that the standard ...
• 31
836 views

What does "Fama-MacBeth logit regressions" mean?

On page 10 of this paper the author states that In this section, I use monthly Fama and MacBeth (1973) logit regression [...] to examine the type of forecast. My question(s) are: what does ...
• 155
200 views

Inconsistent results using Bayesian Model Averaging for model selection?

I have attempted to use Bayesian Model Averaging (BMA) as method to give guidance in the decision to include/omit factors in the linear factor stock return model: r^i = X \beta^{i} + \epsilon^{i} \;...
• 957
1k views

How to set-up a cross-sectional regression with common shocks?

Let's assume we have a response vector $y$ with "n" observations, and two predictors $X_1$ and $X_2$. Let's take an example: Let y be the crime rate in 48 states, and $X_1$ = National GDP rate, $X_2$ ...
• 957
284 views

Odd shift of statistical significance when some variables are dropped from model

I am testing the statistical significance of some explanatory variables in a factor model, using the Fama-MacBeth two-pass regression (also known as the Cross-Sectional Approach). Assuming my ...
• 957
1 vote
3k views

DIDM Matching with Difference-in-difference using cross-sectional data

I need to know how can I combine in stata the DID (difference-in-difference) model with the PSM (Propensity score matching) with cross-sectional data. I had searched and there are tones of answers ...
• 11
25k views

If you run OLS regression on cross sectional data, should you test for autocorrelation in residuals?

I have a set of observations, independent of time. I am wondering whether I should run any autocorrelation tests? It seems to me that it makes no sense, since there's no time component in my data. ...
• 141
2k views

Fixed effect insignicant results

Currently iam working on my master thesis which is about risk adjusted returns in the Asia Pacific REIT market. The goal of the paper is to determine/find variables that conceive explanatory power ...
• 25
1k views

Cross-sectional analysis using longtitudinal data, what is the best method?

I have a small problem regarding the fact of doing a cross sectional analysis using a longitudinal data set. I have a set of countries (87 countries), with different observations measured in different ...
• 1,125
3k views

Can longitudinal and cross-sectional studies be "controlled"?

I have heard it said that longitudinal and cross-sectional studies are forms of observational studies. Why can't longitudinal and cross-sectional studies be considered "controlled studies"? By ...
• 18.5k
2k views

Analysis of survival data using binomial GLM with offset

We are interested in determining whether there's an association between frequency of screening visits and cancer outcomes and whether that differs by race. We have Medicare data to analyze this. ...
• 57.2k
156k views

What is the difference between pooled cross sectional data and panel data?

They seem so similar. Are they the same thing but just referred to as different names?
• 1,209
2k views

Newey-West standard errors with cross-sectional OLS?

Consider the cross sectional: $Y_i = a + b X_i + e_i$ where I have reason to believe that $E[e_j e_k] \not= 0$ for a concerning number of $j\not= k$. What happens if I use a serial correlation ...
38k views

What is cross section in "cross section of stock return"?

Can somebody give the definition of cross section in "cross section of stock return"? Thanks
• 327
16k views

How to perform pooled cross-sectional time series analysis?

For 86 companies and for 103 days, I have collected (i) tweets (variable hbVol) about each company and (ii) pageviews for the corporate wikipedia page (...
• 778
2k views

Performing a GLS cross-sectional regression using R

Is there a function in R that could perform GLS cross-sectional regression for multiple cases all at once? For example, when regressing stock returns over beta for 100 stocks over a 10-year time ...
3k views

Validity of pseudo-panel data constructed from repeated cross sectional data as a panel data

I am looking at the repeated cross-sectional data from federal reserves, which has both panel data and repeated cross sectional data at different time-points,e.g. 2007-2009 is a panel while 2010 is a ...
328 views

Advice needed on cross-sectional time-series with two levels

As more and more data (e.g., Census, health, labor) becomes available with outcomes at the household-level on randomly selected households each year (or every other year) that can be paired with ...
• 21
500 views

Checking a panel unit root test in R done manually

I have spent much time looking for a special package that could run the Pesaran(2007) unit root test (which assumes cross-sectional dependence unlike most others) and I have found none. So, I decided ...
• 1,203
2k views

Residual analysis of cross-sectional time-series forecasts

I have forecasts and actuals for panel data (i.e. time-series cross-sectional data). The forecasts are already generated and provided by some source outside of R. I'd like to evaluate the quality of ...
• 3,051
1k views

Second moment of draws from a multivariate normal covariance matrix

Suppose I have an $N\times N$ covariance matrix that describes a multivariate normal joint distribution. Now take 100,000 draws of the covariance matrix. I measure the variance of values for each ...
• 3,051
3k views

Random Forests / adaboost in panel regression setting

Tools such as random forests or adaboost are powerful at solving cross-sectional binary logistic problems or prediction problems where there are many weak learners. But can these tools be adapted to ...
• 3,051