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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15 views

Identifying assumptions of Difference-in-Difference versus Fixed Effects models

I am reading the seventh edition of Introductory Econometrics: A Modern Approach by Jeffrey Wooldridge and I am a bit confused on the different identifying assumptions for difference-in-difference ...
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8 views

Lagged variable and Random/Fixed effect

I am new to econometrics and I am running a regression on unbalanced panel dataset where I lagged by a timestep some of the explanatory variables. I also included an interaction effect between a ...
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Is it possible to use Transformer model for binary classification of unbalanced panel data?

So I have unbalanced panel data, i.e. multivariate time series with different lengths for each individual and a binary label at each time point. I was thinking to use some deep learning approach and ...
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9 views

How to code recurring measuring points in the raw data files

Let's assume I have three measuring points in time. T1 is study starts T2 after one week T3 ...
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1answer
4k views

Difference-in-difference in panel data

Under which conditions should we expect the difference-in-difference estimate to be equal to the equivalent panel data model? Strictly speaking, whenever we have a experiment that offers a well ...
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1answer
662 views

Interpretation Beta coefficient regression gamma distribution

I am currently working on a panel data model of 30 companies over 10 years where the dependent variable is a score (decimal bounded between 0 and 1, continuous) while the independent are dummies and ...
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53 views

Forecasting ar(p) for several counties

I have a data set of prices, these prices vary across time and across area. I have 18 areas with 32 time periods. What i want to do is forecast these prices, i have found that a AR(3) process fits ...
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5 views

Cross-lagged model and supplement regressions: Do I have to include my control variables in the supplement regression analyses?

I’m conducting a cross-lagged panel model with 3 measurement waves. I include my two main variables (act, ese) and control variables (cv1, cv2, cv3). I also run supplement regression analyses to ...
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28 views

Panel Regression with Repeated Dependent Variable

I am conducting Fixed Effects Regression Analyses (Panel Regression) to analyze characteristics of firm-disclosures. My dependent variable is a disclosure characteristic (e.g. length, sentiment, ..). ...
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1answer
164 views

nested logit with individual level fixed effect (panel data)

As is stated in the title, I have several questions concern the combination of nested logit and panel data. 1, Can we run nested logit with the individual fixed effect? this is useful when one has ...
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22 views

Longitudinal data modelling with gamm

My datasets has around 150 hundreds subjects (id) and 1-3 observations (time) for each subject. The data will be like this, ...
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1answer
145 views

How to demonstrate that some variables “do not vary much”?

I have a continuous variable (say, sales volume) that I measure for multiple firms over a time period of ten years (but I do not have data across the full ten years for all firms, some drop out, some ...
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9 views

multinomial or multiple logistic regression for multiple (related) outcomes

I have longitudinal data in which we measured two diseases. So I have binary variable measuring the presence of disease 1 (yes/no) and a second variable measuring the presence of disease 2 (yes/no). ...
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Is the panel (PLM in R) approach appropriate when observations within panels vary in location and number between time steps?

Setup: We have 10 connected but distinct wetlands within a study area. The wetlands are not totally independent, there is some exchange of water and organisms between them. Perhaps comparable to ...
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1answer
33 views

What to fix first when testing for multicollinearity, autocorrelation and heteroskedasticity?

I have a Twoways "within fixed effects panel regression model and detected multicollinearity, autocorrelation and heteroskedasticity. For heteroskedasticity I want to use heteroskedasticity-...
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Question regarding factor models and PCA

Good morning to all of you. New to the site and i need your help. Currently i am working with some big data sets and i face the following problem. I have to find out how the Day-ahead electricity ...
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What analysis should I use for longitudinal (observational) data with continuous IV and DV?

I collected data from the same participants twice over two weeks (time 1 and 2 are two weeks apart). Between time 1 and time 2 there was a significant event, which we hypothesized, would've changed ...
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How to estimate the marginal effects from panel tobit model in R

I am working with a 7-year panel data using forest loss as an outcome. Forest loss is expressed in percent of the area, and only 6% of the areas had forest loss. Given the large number of zeros in the ...
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Case-Control Study Design for Longitudinal Analysis

I am designing a study in which I want to examine the relationship between a disease - major depression - and five exposures of interest: healthy/unhealthy diet, daily exercise hours, general outlook ...
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Tests for PLM model [closed]

I am running a fixed effect plm model. As explained in many videos I also ran pooled and random version and used the Hausman and F-test, to make sure the fixed effect is the right one. Tests confirmed ...
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Negative adjusted R-square when using PLM fixed effect model, but not when using LM model with dummy variables

I am analysing panel data model across 20 years and 55 counties. I want to perform fixed effect panel data regression. I started using lm using dummy variables and ...
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2answers
39k views

Specifying a difference in differences model with multiple time periods

When I estimate a difference in differences model with two time periods, the equivalent regression model would be a. $Y_{ist} = \alpha +\gamma_s*Treatment + \lambda d_t + \delta*(Treatment*d_t)+ \...
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1answer
160 views

What type of analysis for multivariate regression of high-dimensional longitudinal data?

I have a longitudinal dataset with few time points (N=10) and few subjects (N=10). Both independent/predictor and dependent/response variables are high-dimensional (N ~ 100 for both types of variable)....
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1answer
1k views

Applying machine learning techniques to panel data

I have a panel data in which I observe 1500 companies and many individuals work for those companies for multiple periods. I have explanatory variables at both individual (e.g. race, age, education) ...
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2answers
220 views

Panel Data, Fixed Effects regression

I have a question about the fixed effects model. I have 25 manufacturing sectors for a 12 year period (balanced panel data set) and I try to find out the effect of each sector's investment ...
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1answer
565 views

Panel data diff-in-diff and the pattern of the binary treatment indicator

I am self-studying the book Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge and stumped upon a question while reading the chapter on Advance Panel Data Methods (Ch. 14). Normally,...
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37 views

Running regressions on short panel data with most dependent values being zero

I have student loan data and am trying to predict the amount that a particular deal_name (which has several loans associated with it) will prepay for a given month. ...
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1answer
33 views

Is there any precedence for using time for both differences in difference-in-difference analysis?

The textbook example of a difference-in-difference regression uses time at the first difference (pre- vs. post-intervention) and geographical area as the second difference (location where intervention ...
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629 views

What is a “Wald test for trend?”

I am reviewing a manuscript and the authors state that some results are by a "Wald test for trend". Has anyone heard of this? I hadn't, and Google revealed nothing. I know I always say to provide ...
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10 views

How to do regression discontinuity on panel data in R?

I am trying to analyze the impact of reopenings on consumer spending in American counties. I have a panel data containing information about the level of spending, income of the county and the state of ...
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9 views

Linear Mixed Effects - degenerate Hessian with 1 negative eigenvalue

I am using linear mixed effects to look at how the variable Neuro (measured at baseline only) predicts change over time in the variable Score (measured at baseline, visit 2 and for some participants ...
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21 views

Panel Data Regression in R with Dummy Variables [closed]

I am currently working on my thesis and thereby analyzing the effects of the increase of COVID-19 cases on the main stock indices of the G7 countries. For this purpose, I have divided the whole period ...
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1answer
83 views

Is it possible to extract fixed effects from the general FGLS fixed effects model? [closed]

When I use pggls commmand for general FGLS estimators for panel data from R package plm model, ...
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1answer
326 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

spatially explicit longitudinal categorical change response to predictor variables

I'm doing a land use/land cover change (LULCC) analysis with annual data spanning 10 years. The land cover class pixels change annually (ie A -> B -> D -> A). There are 5 nominal response ...
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36 views

Using lmer to test group by time interactions?

I am running a brain imaging analysis in which I'd like to assess whether changes in brain activation over time vary as a function of diagnosis (2 categories: patients and controls). There are 184 ...
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21 views

Is joint modelling with survival and longitudinal data possible with small sample sizes?

I would like to know if joint models for survival (recurrent events) and longitudinal data can be used for sample sizes less than 100 (~50).
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Query on constrained regressions using -mgcv- and -pcls- in R

Bert Gunter from the R-help list directed me to ask this query here. Basically, I'm puzzled! How is it that this constrained regression routine using -pcls- runs satisfactorily (courtesy of Tian Zheng)...
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1answer
19 views

Can panel model with time effect only be called one-way panel model?

One-way Fixed Effect panel model has typical functional form: $$y_{it} = \alpha_i + \beta x_{it} +\varepsilon_{it} $$ where $\alpha_i$ represents unit-specific dummies. Then, for this model: $$y_{it} =...
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Model behind Google's “Popular Times and Busyness Indicator”

Google has recently published an article explaining how their popular "Busyness Indicator" works. For instance, Google maps location information as well as search queries are mentioned as ...
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6answers
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How to do time series ( longitudinal) clustering based entirely on Shape of the curves?

I have a longitudinal (panel) dataset for investment growth for 120 countries covering the time from 1960-2008. Essentially it's viewed as 120 time series. What I am interested in is to group ...
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10 views

What's an accelerated longitudinal design, and how is it different from the longitudinal design?

I've heard of the term recently, it would be nice to have a discussion on it on the site. So, what's the difference between what's called an "accelerated longitudinal design" and what people ...
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25 views

How to compare community diversity of longitudinal and independent samples?

We are wanting to compare the diversity of biofouling species on longitudinal and independent samples. The first set of samples is repeated measures data, as we measured percent cover of species on ...
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21 views

How to approach variable engineering for panel data with much lower number of time steps than subjects?

I have an unbalanced panel data with binary label for each subject at each time step. The maximal number of time steps is 113 and minimal is 3. I have 97 variables and over 100.000 subjects which are ...
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10 views

Intercept in a dynamic panel model

I have been taught that including fixed/random effects in a dynamic panel model yields inconsistent estimates when using OLS and hence motivates the usage of other estimation methods. However, does ...
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1answer
125 views

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

I'm running a TSCS analysis with the plm library in R with which I want to explain students' performances. The data consist of approximately 1100 units and has 25 points of measurement - panel data ...
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9 views

How to create a pseudo panel from a repeated cross-sectional dataset?

I am currently writing my Master thesis that focuses on the determinants of teenage pregnancy using a repeated cross-section from the Performance Monitoring for Action (PMA) project. It includes ...
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2answers
181 views

How to simulate random effects models?

It is quite simple to simulate linear models: ...
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3answers
373 views

Help on deciding how to perform a regression analysis on my data, and why? SPSS, Count model, Panel data

I am currently in the process of analyzing some data for my master thesis, however I have had little statistical teaching, and none regarding panel data regressions. My dependent variable: Count data ...

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