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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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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.
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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 ...
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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 ...
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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 ...
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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: ...
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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&...
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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 ...
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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 ...
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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....
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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, ...
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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{...
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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 ...
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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 ...
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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) ...
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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 ...
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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,...
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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 ...
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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 ...
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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 ...
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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)...
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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 ...
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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/...
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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 ...
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Comparing assessment methods 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 ...
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Different time trends of groups: quadratic vs. linear decline

Suppose we have two groups of individuals A and B that we observe over time on a parameter, say blood pressure. We want to compare the group effect over time in a GLMM using ...
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What is the expectation of an arbitrary observation conditional on non-iid sample mean?

I'm specifically interested in the expectation of an arbitrary observation from a time indexed sample of correlated observations, conditional on the sample mean: $\mathbb{E}{[X_{t}\mid \frac{1}{T}\...
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XGBoost with time lagged predictors

I have a prediction problem that involves an outcome $Y_t$ and predictors $X_t$ that vary with time $t$. I want to fit a regression of $Y_t$ on $(t,X_t)$ including also lagged versions of $X$, i.e., $...
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Non-parametric tatistical test and post hoc for two-way layout with longitudinal data?

I have questions about the approach in statistics that I'm taking for my experiment. However, I do not have a good understanding of statistics, so I opted to add more information than less. My ...
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Detrending Time Series Data for Network Analysis

In order to run psychometric network analyses on (up to) 10 repeated measures for 13 variables in R, I need to detrend my 13 variables (B1 to B13) first. My problem is that not all subjects (id) have ...
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nonparametric model for longitudinal data analysis

For the longitudinal data provided below, we have the following variables: the response variable 'y', the time variable 'week', 'grp' (with two levels: treatment and control), and 'subject'. My ...
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How to analyze the driver of a flipped sign regression result?

I have a panel dataset uniquely identified by $i$ and $t$. I am interested in the relationship between $x$ and $y$ and I want to an OLS regression with unit fixed effects ($\phi_i$) as follows: $$y_{...
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Multilevel segmented regression

I have some data on the proportion of healthcare workers that are vaccinated against disease X each year in several healthcare institutions. I want to evaluate the impact of two large-scale ...
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When should I standardize, before or after a regression?

I have a panel dataset and my dependent variable is the logit-transformed share of farm workers on long-term contracts. I am particularly interested in the effects of two variables, pastoral focus in ...
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Correct regression to use for longitudinal pest survey between two groups across multiple sites

THE DATA: We have 3 sites with a total of 36 plants growing in them: each site contains 12 plants (6 belonging to spp1 and 6 belonging to spp2). The size and geolocation of each plant is known. Each ...
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longitudinal causal mediation analysis with recall periods

I am new to causal mediation analysis (using longitudinal data), and trying to learn best practices. I have tried to read some methods reviews -- e.g. Preacher2015, O'Laughlin2018, Assaad2022 -- but ...
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Non-stationarity and panel data

Spurious regression happens when we regress two independent non-stationary time-series: $$y_t = y_{t-1} + u_t \qquad x_t = x_{t-1} + v_t \qquad \operatorname{corr}(y_t, x_t) = 0$$ Then if we do the ...
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Multiple imputation of longitudinal data in SPSS

I'm attempting to analyse a longitudinal, retrospective dataset with measurements at various time-points. The data-set has a significant amount of missing data, up to 30% for the main outcome variable,...
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Plot linear mixed-effects model results

Background: I am looking at how clinical factors affect disease progression in a longitudinal dataset with a mixed effects linear model where A is the response variable (here, a measure of disease) ...
biostudent's user avatar
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Within group vs between group variance in an RCT: how to handle?

I have a question about how far the naive treament effect estimator can go wrong when there is appreciable within group variance vs between group variance in an RCT, and what we can do about it ...
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Modeling longitudinal change in outcome per unit of change in a continuous explanatory variable

My question is related to How do you deal with "nested" variables in a regression model? However, my issue is slightly different. I'm analyzing RNA-seq gene expression data (>10 000 genes)...
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Unable to get heteroskedasticity-robust standard errors for PLM "between" model

I am presently running a regression on a balanced panel dataset, where I observe +1000 individuals over a T=10 time period. Given that individual specific independent variables remain constant over ...
Mr42's user avatar
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1 vote
1 answer
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Negative percentages as dependent variable

I am analysing the effects of legal origin on the performance of firms within Canada and Quebec, and I'm in the process of gathering and cleaning the panel data as I was hoping to conduct both entity ...
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3 votes
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aggrregated vs. non aggregated data

I am running a TWFE logistic regression to regress a company's exit status, meaning 1 if the invested company had an IPO and 0 if not. I am running the following code specification: ...
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Comparing Two-Way Fixed Effects Model using Pooled OLS and Panel Data Fixed Effects Approach

I am working with an unbalanced panel dataset that has many missing values. I want to control for both firm-specific and time-specific effects in my analysis. I am considering two approaches: ...
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why to add the interaction of two fixed effects in regression

A general question raised during my study. For example, we are estimating the effect of X on Y at individual level. Then it is intuitive for me to add state fixed effect and year fixed effect in the ...
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Understanding the Role of Firm Fixed Effects (a_i) in Panel Regression

I'm seeking clarification on the use of firm fixed effects $a_i$ in the following panel regression equation: $$y_{it} = \beta_{i}x_{it} + a_{i} + u_{it}, \quad t = 1, 2, \ldots, T$$ From my ...
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Specifying panel data as survey object

I have a panel dataset of household characteristics (income, expenditure, asset ownership etc.) collected in different waves (30 waves in total). The survey data is stratified, with primary sampling ...
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How to properly assess relationship between response and time as a predictor when there is information on both seasons and month of the year?

I would like to be able to test either via a linear mixed effects model or a hierachical GAM (where appropriate) to see whether there is a relationship (either linear or non-linear) between ...
aim6789's user avatar
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4 votes
1 answer
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Fixed effects - issue

Suppose I have a longitudinal dataset in which each country $i$ is observed at different points in time $t$. Suppose that my dependent variable is a dummy variable, and I want to estimate the ...
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Fixed effects in dyadic panel data, development aid

I'm working on my thesis project and wondering which fixed effects to include in my panel data analysis. My dataset is of dyadic structure (one column indicates donor country and one column indicates ...
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