Skip to main content

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.

Filter by
Sorted by
Tagged with
2 votes
1 answer
4k views

How to test multicollinearity in Fixed Effects Model in R?

I was using plm package in R and run some pooling and fixed effects model. For ...
27 votes
5 answers
28k views

What are differences between the terms "time series analysis" and "longitudinal data analysis"

When talking about longitudinal data, we may refer to data collected over time from the same subject / study unit repeatedly, thus there are correlations for the observations within the same subject, ...
0 votes
0 answers
7 views

Longitudinal analysis

I have a question. Suppose that I want to analyze if a particular variable "X" affects the incidence of a disease "D," but I do not have the information about "D" at the ...
0 votes
0 answers
3 views

workflow to analyse FAERS longitudinal data

The FDA adverse event reporting system (FAERS) data is a database that contains information on adverse event and medication error reports submitted to FDA. It is published quarterly from 2004 to 2024. ...
1 vote
1 answer
631 views

Outlier detection in high-dimensional longitudinal data

I'm having a longitudinal dataset with a large number of variables where I would like to use a ML algorithm to inspect possible outliers. What are the techniques you would use for this? I've seen a ...
2 votes
1 answer
437 views

Creating a 2-level mixed model in SPSS to find predictors nested within subjects

I'm working with longitudinal data, and am using the mixed models function ins SPSS to look for predictors (level-1) nested within individuals (level-2). If I add the participant ID as "subject&...
1 vote
1 answer
449 views

Unit Root Test for Panel Data in R

I'm working with a unbalanced panel dataset of 18 countries with quarterly data from 1970 to 2014 of different characteristics per country (housing prices, education level, total population, GDP per ...
0 votes
1 answer
325 views

How to perform a random-effects model to include more than one category?

Sample Panel Data Year Firm_ID Region Industry ROE ROA Tobin_Q ESG Leverage Age Size 2012 1 Asia/Pacific Rim Oil_and_Gas_Refining_and_Marketing 12.19 6.22 1.17 51.24 1.45 1.58 6.51 2013 1 Asia/...
5 votes
2 answers
55k views

Time fixed effects - inclusion of time-invariant variables possible?

I am running a regression with panel data and there are some variables that do not change over time (industry,...). As I do not want the time trend to influence my results, I decided to use a time ...
0 votes
0 answers
11 views

How to obtain the Average posterior probabilities from a lcmm model

How could I obtain the average posterior probabilities (APP) from a lcmm model object? I would like this parameter to help me choose the best-fit model.
1 vote
1 answer
1k views

Panel data treatment effects with multiple treatments

I have a fairly large balanced panel dataset ($N$ = 1000 and $T$ = 200) that I want to estimate a treatment effect for. My first thought was a difference-in-difference (DID) framework on this, but I'm ...
1 vote
1 answer
970 views

R plm fixed effect model where the index and fixed effects variables are not the same

I used the plm() function for a 2-way fixed effect model with zip_code and month (yy-mm) ...
1 vote
1 answer
38 views

Should I use mixed effects model?

I have a sample of real sales data about plant-based products. These data are collected across a monthly period from 2019 to 2023. So I have some labels for this like "1-2019", "2-2019&...
0 votes
0 answers
15 views

Observational pre post design and confounder adjustment

I have observational data with baseline, and two follow-up measures with a binary treatment. Dependant variable is questionnaire scale score ***. I am planning on fitting a linear mixed effects model ...
1 vote
1 answer
232 views

Within and Between Variation in fixed and random effects models

I want to get a deepened understanding of random effects models and how they compare to fixed effects models. While there are some great answers already given by the community the following question ...
0 votes
0 answers
28 views

What happens to the data when entity- and time-fixed effects are applied?

Let us assume that the true data generating process is as follows: Y_it = beta_0 + beta_1 X_it + u_it What happens exactly when I apply both entity- and time-fixed ...
0 votes
1 answer
29 views

statsmodels: Update OLS' degrees of freedom when absorbing 3+ fixed effects

I want to run an OLS regression with 3+ fixed effects. (Whether this is a good idea is out of the scope of this question). I can do it using Stata: ...
0 votes
0 answers
18 views

how should i analyze panel data if all units are treated simultaneously?

I possess a dataset of 273 companies from the time period 2001-2017, and i want to study whether the effect of the policy (that was implemented in 2009) on profit was moderated by industry type. My ...
2 votes
2 answers
615 views

How can I analyse repeated cross-sectional data where some respondents occur in multiple cross-sections?

I'm working on a project with a polling company. I have access to some of the micro-data from their voting intention polls. I'd like to link these to GDP figures to test how economic change affects ...
1 vote
1 answer
498 views

Statistical significance testing for multiple categorical variables: modeling coefficient of variation of temperature inside houses

I am a beginner in R (and stats), so please excuse the simple nature of my question. I have a range of variables all relating to the physical and social characteristics of households in the UK. I am ...
0 votes
0 answers
6 views

How to deal with exposure status change and outcome contribution in different exposure status?

I want to estimate the risk of cardiovascular events in patients with diabetes (exposed group) compared to patients without diabetes (unexposed group). How do we deal (in the analysis) with patients ...
1 vote
1 answer
353 views

Dropout in highly unbalanced longitudinal data (WGEE)

I have found a lot of software and examples that uses Weighted Generalized Estimating Equations to deal with missing data in a balanced data set (equal time points). However, I have a very high ...
0 votes
0 answers
18 views

How to difference dummy variables in panel data? [closed]

I want to difference panel data (country, year) but I have some dummy variables in the original dataset. After differencing all variables, some values are negative (-1). So, my question is: Is it ...
2 votes
1 answer
229 views

What's the minimum number of datapoints in order to run a diff-in-diff?

I was thinking about running a diff-in-diff with fixed effect in order to deal with a panel data experiment. The problem is that I don't know how many datapoints I need in order to the experiment be ...
0 votes
0 answers
18 views

Cut-off based on an ordinal variable in unbalanced panel data

I am currently looking for an appropriate statistical analysis for my research questions. I have a continuous variable (score) and an ordinal variable (test). Score is quadratically related to Test, i....
1 vote
0 answers
28 views

How to deal with outliers in panel data? [closed]

When we have cross-sectional data, we can easily detect and remove outliers. But how should one approach outliers when we are dealing with panel data? Since we have $i$ entities and $t$ times periods, ...
2 votes
1 answer
1k views

Why do the coefficients of cross-sectional fixed effects and time fixed effects become zero?

I currently have a panel data set that contains the quarterly increment of loans initiated from more than 300 cities in China over the period from 2011Q1 to 2020Q2. I want to examine the impact of ...
0 votes
0 answers
11 views

pooled time-series regression

Suppose I am running country-level time-series regressions of stock market returns $r_{i,t}$ on some global predictor $p_{t-1}$ , where $i$ and $t$ denote a country and a month, respectively: \begin{...
3 votes
1 answer
4k views

Fixed effects in first-difference model with percentage changes?

I'm estimating the following panel data model (years $t$, regions $i$) in Stata: $$\%Δy_{ti} = \beta_0 + \beta_1 \%Δx_{ti} + \beta_2 \%Δcontrols_{ti} \dots + e_{ti}$$ As far as I know, this is a ...
4 votes
2 answers
91 views

How to split and sample "Panel Data" when training a Logistic Regression to predict future outcomes

Introduction I have panel data where customer behavior is observed over time. For each customer at a given reference date, I have a lookback window of 12 months for generating features, and a look ...
2 votes
1 answer
41 views

Mixed Model for Repeated Measurement (mmrm) - Assumptions

I want to fit a mixed model for repeated measures (mmrm) on a set of panel data with 6 visits and N = 1200. I want to estimate the effect of time passing on the outcome, without any intervention since ...
0 votes
0 answers
24 views

Do first and second stage regressions combined with fixed effects have to follow the same model?

I suspect reverse causality between Y and X1, therefore I'm applying an instrumental variable approach to panel data. My main regression consists of country- and year-fixed effects. Do I have to also ...
1 vote
1 answer
46 views

Normality of residuals in panel data

I ran a linear regression containing country- and year-fixed effects from a sample containing panel data (country by year). Since I'm using OLS, do my residuals have to look approximately normally ...
3 votes
1 answer
81 views

Instrumental variable with measurement error

I have a question related to measurement error bias and the use of instrumental variables. Assume I have a continuous outcome variable $Y$ which is observed with no error and an endogenous (continuous)...
1 vote
1 answer
2k views

Event study / DiD with panel data and repeated treatment in different years for each country

I have an unbalanced panel dataset with approximately 30 countries from 1980-2000. I would like to study how political uncertainty measured by close elections affects a certain continuous variable $Y$,...
7 votes
2 answers
9k views

Should a Hausman test be used to decide between fixed vs. random effects?

I was taught that a Hausman test should be used in multilevel modeling in order to check whether random effects can be used. However, I have now stumbled over several sources stating that the Hausman ...
0 votes
0 answers
18 views

Firm Fixed Effects Model dropping Sector Dummies? Potential Solution?

For my thesis, I am using panel data with stock returns and other firm data. I first used an event study to calculate abnormal returns (with event window of 7 days so 7 observations for 500 firms) ...
0 votes
1 answer
662 views

Panel data OLS regression: plot and quadratic fitting line

I am conducting an OLS regression panel data analysis with package PLM in R. I use the following script to obtain a plot and fitting line of variables D and ...
2 votes
1 answer
235 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)....
7 votes
0 answers
496 views

On the defense of "change from baseline" even in randomized trials - can anyone question points in this article?

Many times I read a strong criticism on the change-from-baseline (adjusted for baseline or not) both in randomized and non-randomized. Several people advised "don't even think of reporting the ...
0 votes
0 answers
21 views

Clustering multiple longitudinal variables

I wish to do longitudinal cluster analysis of 51 individuals, each with 11 variables, each measured 23 times at even intervals. What I have been able to find of longitudinal clustering seems to ...
0 votes
1 answer
1k views

How to set up first differences model?

I am new to R and only know the very basics. Currently I am trying to estimate a model which is very simple, but I have problems thinking about how to set it up. Precisely, I am trying to estimate the ...
2 votes
1 answer
529 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 ...
1 vote
0 answers
41 views

Event study: Group periods at margins

For an event study (staggered Diff-in-Diff with different treatment periods) I would like to group the periods at the edges so that we get the coefficients for <=x / >=x , such as: For starters,...
0 votes
0 answers
21 views

Addressing Scaling Bias in Panel Data Analysis

I am running an (unbalanced) panel data analysis, where the dependent variable is, $fixed\ cost\ (per\ ha)$ for an agricultural firm $i$ in period $t$. The explanatory variables are the hectares per ...
1 vote
0 answers
20 views

RI-CLPM - do we need to restrict residual variances of factors to 0?

I am currently exploring Random Intercept Cross-Lagged Panel Models (Hamaker, 2015) using the lavaan code provided in this website https://jeroendmulder.github.io/...
7 votes
2 answers
1k views

How can I control for time-varying unobserved heterogeneity with panel data?

I'm just beginning to learn econometrics, and I just learned about the fixed effects estimator, and the first-difference estimator. It's quite straightforward that those techniques allow me to control ...
0 votes
1 answer
33 views

Principal Component Analysis using Panel Data

I have a panel data with identifiers(a,b,c,....z) and different times(t=1,2,3,....100) I have 6 different variables (A,B,C,D,E,F) for every identifier-time observation. I attempt to use those 6 ...
1 vote
1 answer
545 views

Panel OLS: regression per industry

I did a Panel data regression with 4,000 U.S. firms of 12 different industries over a period of 20 years. I also included several control variables and controlled for the year and industry effects. ...
0 votes
0 answers
5 views

Weighting procedure in longitudinal design

I am currently trying to figure out what to do but I can´t seem to find a proper solution. My problem is the following: I have a longitudinal design. For each day I have a variable stating whether an ...

1
2 3 4 5
50