Questions tagged [pooled-model]
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homoscedasticity assumption and residual fitted plot with a negative trend issue
I ran a Pooled-OLS, including several dummy variables and interaction variables. Dependent variable is log(price/size+1) and independent variables are year_dummy(21 years) + region dummy(70 regions) + ...
What is the difference between "repeated cross-section" and "pooled cross-section"?
What is the difference between "repeated cross-section" and "pooled cross-section"? Pooled cross-section is defined e.g. here as "randomly sampled cross sections of ...
Rolling autoregression coefficient
I was reading a paper and I saw that they run a 3-year rolling autoregression for 20 years (using for example 2013-2016 as trailing and 2016-2019 as forwarding) and got only one beta coefficient and ...
How do you interpret Beta coefficients for Fixed Effects Panel Data Models?
Let's say we have House Prices across different cities (Bristol, Brighton, London, Glasgow) across time (Monthly data from 2016-2020) and we're trying to predict it using unemployment and crime. t = ...
Classification problem with multiple steps
The system I'm trying to make predictions for is Markovian (similar setup to a state-space model). I observe a bunch of events (say 1000) over time. Each event can have up to 10 steps. At each time ...
How to correct for multiple testing when using multiple mixed effects models on imputed data
I have a dataset that has 6 metabolites that were measured over time in two groups and using a mixed-effects linear model I would like to investigate the group differences for each metabolite. Since ...