Questions tagged [panel-data]

Panel data refers to multi-dimensional data frequently involving measurements over time in econometrics. It is also called longitudinal data in biostatistics.

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Lagged independent variable's coefficient changes when higher lags are included

I am running a model with which I want to explain students' performances. I lagged my main independent variable by two years. Now, my results show a negative coefficient for the two years lagged ...
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10 views

Comparing Coefficients of Two Distinct Regression Models

I have a panel dataset with two distinct groups (A and B) of individuals. I want to test the impact of a set of independent variables in vector $X$ on the dependent variable $y_A$ (for group A) and $...
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18 views

Multi-level survival modeling

I'm struggling with choosing the appropriate model for a study I'm doing where I determine the survival times of certain technological applications. The goal here is to estimate how long individuals ...
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33 views

How to calculate crude rates in a dynamic population?

Let's say you have a population of 100 and you want the crude rate for a particular disease during the year 2000 to 2001. As far as my understanding goes that would simply be num_events/population. ...
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32 views

Events in Panel data set

I would like to estimate the impact that a certain event has on my dependent variable. I hope you can help me. More precisely, I have a panel data set of the yearly number of IPOs for each EU member ...
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22 views

Coefficient of Ratio + Ratio of Coefficients: Inconsistency

I have regression results about the effect of a treatment on two outcome variables, $N$ and $D$. The coefficient on $N$ is positive. The coefficient on $D$ is negative. These results suggest that ...
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1answer
11 views

Mixed model contrasts for testing whether group differences increase/decrease across time points

I'm trying to fit a lmer model in order to predict whether group differences in scores on a scale increase/decrease over time. The dataset includes the following variables: Dependent variable: ...
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10 views

Probability theory for longitudinal data (book recommendations)

I am self-studying probability alongside my epidemiology degree to improve my understanding of statistics. So far, I have picked up Blitzstein & Wang (2019) Introduction to Probability, 2nd ed. ...
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9 views

what does it mean by “treat fixed effects as parameters”?

Consider a regression model for $i=1,\cdots,N$ and $t= 1,\cdots,T$. I assume $N\rightarrow \infty$ while $T$ is a fixed finite number. $$y_{it} = x_{it}\beta + \alpha_i + \alpha_t +\varepsilon_{it}, $...
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14 views

Between Group comparison for parameters measured on different time points

I have a dataset of 100 patients for whom data was recorded of 3 different parameters say Heart rate, temperature and ETCO2 levels which are measured in 3 phases eg. Phase 0, Phase 1 and Phase 2. The ...
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5 views

How to aggregate my yearly population to larger intervals as base for APC analysis?

In short: How can I aggregate the time series "total population" of 1-year basis, into a "total population" of 5-year basis? And is there any theory/article about such treatment? Background: Trying ...
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4 views

Is it okay to control for the initial level of a variable when predicting a delta score in a regression model?

I have a repeated measures design where over the course of weeks participant's are repeatedly engaging in an exercise that consists of reporting an emotion score, following some instructions intended ...
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6 views

unknown parameters α0 and co-variance matrix Q using EM Algorithm for ddhazard model

I am working on panel data with catagorical variable as independent and 6 explanatory variables. sample years are 1992-2018(27).total number of firm-year observations are 33946. I want to know the ...
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1answer
18 views

Is it possible to include a constant variable in panel data?

I am trying to do an estimation on a panel data set. The main variable I am interested in varies over time. However, I want to add one variable measuring distance. This one will be constant over time. ...
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1answer
35 views

cross validation, panel data, split

I want to split my panel data with time varying covariates into 90:10 ratio. I want each entity either in training or testing set rather than in both sets. Which code should I use? ...
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10 views

comparing coefficient in increamental models with changing sample sizes

I have a panel data with 50 features over the course of 40 years. I want to evaluate the success of musicians. These 50 features cover 4 aspects of individuals careers. To uncover the importance of ...
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17 views

Sigma interpretation in panel probit model

I am struggling interpreting sigma in a random effect panel probit regression and why is this term strongly significant. I understand all the others results from the regressions. I used the ...
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23 views

compare coefficients from different regression

I estimate the following models using the Hausman-Taylor estimator: $$y_{i,t} = a_{0} + B_1 controls_{i,t} + \beta_1x_{i,t=2000} + B_2 Year_t + B_3 x_{i,t=2000}*Year_t + e_{i,t}, (1) $$ $$y_{i,...
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13 views

Logistic regression for repeated measures using R [closed]

I'm trying to build a logistic regression model for a longitudinal data. The outcome variable is the status which says if the respiratory status is either poor or good. Each pacient/subject was tested ...
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24 views

How to encode Times within Days in Multi-level Mixed Model in R?

I have the following experiment: I tested 16 subjects on 4 different days with a (repeated) measurement every 20 minutes for a total of approximately 15 measurements/day. I have about 4 time varying-...
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10 views

Calculating standard errors for long-run (cumulative) multiplier in a Distributed Lag model

I have a distributed lag model of the form: lm(wellbeing ~ temperature + temperature_lag1 + temperature_lag2 + time + individual, df) where I'm interested in ...
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1answer
45 views

jointModelBayes output

Consider the following example from a workshop by Dimitris Rizopoulos workshop. We have the following joint model: \begin{equation} \begin{aligned} y_i(t) &= m_i(t) + \epsilon_i(t) \\ &= \...
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9 views

When to recenter the time-variable?

When doing longitudinal data analysis, when is it a good idea to center the time-variable so that time point zero is no longer time point zero?
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Removing Bias/Selecting Stable Subsample From a Panel of Longitudinal Observational Data?

We have a large observational panel dataset (3 million individuals over 5 years) and are trying to use aggregated quantities from the panel to predict an external time series which we know to be the ...
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34 views

How to write a logit regression in a journal format?

I was inspired by the following question: How to write a logit and probit regression equation? To ask for advice on how to write a logit regression equation in a suitable format for an academic ...
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1answer
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Inclusion of a squared independent variable in a Distributed Lag model

I am interested in regressing monthly temperature data on an individual's self-evaluated wellbeing in a panel survey, of the form: ...
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23 views

Difference between “Within” estimator for $Y_\textit{diff} = Y_{t_i} - Y_{t_{i - 1}}$ vs “First Difference” estimator for $Y_{t_i}$

I am using a diff-in-diff strategy and have a few question. I am not getting equivalent coefficient estimates for the two following regressions on panel data: a panel regression with a fixed ...
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12 views

Do I need to perform a box-cox transformation for all individuals in a panel dataset?

I am working with panel data and ARIMA models. Some individuals appear to require a Box-Cox transformation, as the Ljung-Box test statistic is large. Other individuals do not appear to require a Box-...
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37 views

Is the poisson regression model the best method for my data?

I'm trying to understand if restrictive firearm legislation and socioeconomic characteristics influence the movement of illicit firearms between states in the US (ATF Trace Data, 2012-2017; RAND State ...
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15 views

Difference between “X+Y” versus “X*Y” number of fixed-effects

I'm doing a fixed-effects regression on panel data. Each cross-sectional unit is identified uniquely by two variables (X and Y). If I regress the outcome variable (P) over the dependent variable (Q), ...
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27 views

cross-lagged panel model with high dropouts

I have a 3 waves (three years, one year in between) longitudinal data that measured kindergarten children's cognitive abilities. In each wave, we collected 3 variables. We would like to examine the ...
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12 views

Different models in R's plm function

I am having trouble understanding different model parameters used in R's plm function. Specifically, I have a data sets with 2 independent variables X and Y as well as a dummy variable Z. Can someone ...
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20 views

Longitudinal analysis with high level of attrition

I have an initial dataset of 500 individuals at Time 1; 350 at Time 2; 150 at Time 3; 150 at Time 4. It's a bit of a headscratcher for me to figure out how to deal with this high level of loss to ...
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9 views

Lagged Dependent Variable: Using Fixed Effects and Pooled OLS

I have an unbalanced panel and want to estimate if war (a binary variable) has an effect on different outcomes, for example labor force participation. But the outcome variable is clearly path-...
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20 views

Time fixed effects and stationarity data

Currently, I am working with a panel data with which I try to explain households real expenditure on health (hre) from the occurrence of natural disasters (nd). In particular, unit root tests suggest ...
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11 views

Messy cross-section and time series data analysis

I am currently working with a dataset that has the messiest "panel" structure I have seen. Each observation is a customer at certain time, that has several predictors and one dependent variable (debt ...
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1answer
57 views

Time varying covariates in longitudinal mixed effect models

I am looking for some help with my analysis of longitudinal data with time-varying covariates. I am planning to use R and the lme4 package. However, I am happy to use Stata also. I am interested in ...
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24 views

Multilevel Segmented Poisson Regression

for my research, I investigate the effect of a change in legislation on behavior in different countries. All countries of interest adapted the same legislation at different points of time (in ...
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15 views

Fixed effects regression with different time periods

I have a panel survey of self-assessed levels of household resilience in three nearby villages, with observations collected over the course of 10 separate survey waves (observations are collected on a ...
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13 views

Coefficient sign flips after applying Fixed Effects

Good day everybody, I am currently writing my master thesis and I research whether family owned companies (FFF=1 if family owned, 0 otherwise) have a positive or negative effect on the performance of ...
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10 views

Omitted control variables in fe model

I have a panel data, and to choose my estimation model I conducted the Hausman Test. It says that I should use the fe model, however my fe model has omitted dummy variables. Is this a problem as my ...
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17 views

Propensity score matching in r using panel data [closed]

I want to conduct PSM using firm panel data in r. matchit(treat ~ leverage + cash + roa + mtb + asset, data=data) This gave me a result of only very similar one ...
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10 views

Endogeneous binary variable with rare event problem

I am working with panel data and estimating twoway fixed effect model where I am interested in the effect of treatment (binary variable). However, the assignment to treatment may be endogeneous hence ...
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5 views

Surival analysis with panel data, repeated failures, time-varying covariates

I have a panel-dataset with time-varying covariates and I want to study the survival of regimes over time. There are multiple failures within each observation possible. The variable gwf_fail captures ...
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11 views

Lagged variables as IVs

I want to run a endogeneity check on a particular explanatory variable. My dependent variables has value added of services in manufacturing exports, while my suspected endogenous variable is overall ...
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8 views

Show that the first-differenced estimator is numerically identical to the fixed effects estimator

The problem here is to show that the first-differences estimator of the beta parameter in the model is numerically the same as the fixed-effects estimator of the same parameter.
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16 views

Standard errors of fixed effects

Using panel data, the fixed effect regression specification is given by $y_{it} = a_i + \beta' x_{it} + \epsilon_{it}$ where $a_i$ are the fixed effects. The fixed effects estimator $\beta_{FE}$ ...
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13 views

Predictive non-linear model for panel data

I'm working on a study related to an RPGs economy. For each account, I've been given their balance, a flag that denotes different levels of wealth and the date it was measured (day, month and year). <...
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26 views

SMOTE and Lagged Observations

I'm doing a project about the effect of synthetic oversampling in a machine learning context (more precise SMOTE for the oversampling of the minority class of a highly imbalanced target variable). The ...