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

Hello fellow reasearchers and statisticians, 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 ...
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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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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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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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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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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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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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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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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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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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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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How do you prepare longitudinal data for survival analysis with various specifications? [closed]

I have a question regarding longitudinal study analysis and work with R. I have the following data format: ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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 ...
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Logit regression (Panel data): resample?

I have a panel data (all listed companies in the US with quarterly data) in which the dependent variable is 1 if the company was recommended on a investment recommendations website, and 0 otherwise. ...
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Difference-in-difference estimate with individual-level panel data

I've done a difference-in-difference analysis to estimate the impact of removing financial incentives on healthcare quality indicators. For every health clinic in the country, I have a 'performance' ...
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Fixed Effects: Group level variables but individual level outcomes

tl;dr: In fixed effects and first difference estimation, does having sets of individuals where the change in $X_{it}$ over time is identical lead to estimation problems? When using fixed effects (FE) ...
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analytic weights when the outcome is a standard deviation

I have a research question evaluating the longitudinal divergence of a profit index across businesses within a market. The index is continuous. I plan to use a market-level random-effects model where ...
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How to retrieve the data frame used in a GEE model fit? [migrated]

I have a longitudinal data frame with multiple rows per id. ...
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Path Model with (endogenous) Treatment - which model?

I have collected data on the intention to create a new business of my students. I measured it before the course (t1) and after it (t2). I have data on their absenteeism in class and the time they ...
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Panel Data Models: Do they account for auto-correlation? [Python Package: Linearmodels]

I have a data set of measurements take over the last four years. I am interested in the effects of a treatment. I measure response variable Y in 50 entities with no treatment every month, and; I ...
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Hausman Test when doing Fixed Effects Panel Regression

I'm currently doing a Fixed Effects panel regression on my data and would like to know whether it would be useful to carry out Hausman tests. From what I understood from lectures, the Hausman test ...
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1answer
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Flexible Regression Specification for Panel Data in Stata [closed]

I am currently looking to estimate a somewhat complex regression model to analyze the market value of banks. The model can be found in Calomiris and Nissim (2007), and is pictured below. The model is ...
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1answer
57 views

Different results from random effects plm (R) and xtreg (Stata)

I'm trying to convert the analysis from an old research paper from Stata to R. However, I ran into a problem that I have been unable to fix. When I compare the coefficients from the two programs, ...
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Panel data model to test dummy variable IV with little variation

I have never done estimation with panel data, but I want to test the impact of using a particular service on the probation rates in a state's court districts (N=22). I have a balanced data set with ...
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Panel data or something else

I am trying to predict the credit card balances of accounts for N months in the future after giving them a treatment (at month=0) using their characteristics in the month=0. So my modelling data ...
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1answer
61 views

Panel Regression vs. XGBoost Time Series Features

Panel regression is a technique to merge longitudinal and cross sectional data together in a linear model. Linear model doesnt work well since by bringing time series features into the model, it can ...
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Should grand-mean centering happen in long or wide dataset?

This seems like a simple question but I've been having a hard time finding an answer. In a long daily diary dataset where each day has a row, the person mean for a given level-1 variable is repeated ...
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Disaggregating between/within person variance for categorical level 1 variables?

I'm working with daily diary data that include a categorical variable indicating which of 4 possible events happened that day. I dummy-coded this variable and entered it into my multilevel model. ...
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1answer
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Ordinal longitudinal data with unequal number of responses

I have a dataset that comprises of about 900 subjects. There are baseline independent variables which can be continuous or not (e.g. sex, age etc.). The "response" variable is a series of measurements ...
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2answers
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How to test if regression coefficients are significantly different?

I have two data sets. Both contain survey data where participants had to forecast the return of the same stocks. I ran two regressions one for group 1 and one for group 2 looking like this ...
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Arellano-Bond with small N and large T

I want to estimate the impact of physicians $L$ on a measure of health $H$ vs. the impact of equipment $K$ on health. I have panel data on each Canadian province for 35 years (N=10, T=35). The model ...