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Results tagged with panel-data
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user 35003
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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Bias of Panel Generalization of Durbin-Watson
I'm working with an unbalanced panel dataset. (Country-Time) of approximate dimensions H=100 individuals i and average time length over individuals $mean(T_i)\approx7.5$. And about n= 8 regressors (ap …
- 236
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votes
Accepted
Bias of Panel Generalization of Durbin-Watson
Found the error myself, just thought I'd post it here to help others
DT[, ':='(du2=c(NA, diff(u))^2, u2=u^2), by=i] # difference by individual
should be
DT[, ':='(du2=c(NA, diff(u-mean(u)))^2, u2= …
- 236