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3 votes

Mixed Model for Repeated Measurement (mmrm) - Assumptions

I know that your question is about assumptions, and these are always important. However, I would suggest that before you start interrogating assumptions based on a final model, you should determine ...
Erik Ruzek's user avatar
  • 5,135
1 vote

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

In R, the following correction restores equality of the (nonrobust) s.e.s of the residual-based regression to the fixed-effects based ones: ...
Christoph Hanck's user avatar
1 vote
Accepted

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

Best Practice for Splitting Panel Data For splitting panel data, the following approaches are often considered best practices: Temporal Validation (Out-of-Time) This involves setting aside data from ...
Esben Eickhardt's user avatar
1 vote

Instrumental variable with measurement error

With classical (i.e., independent and additive) measurement error, the attenuation bias in the first stage and reduced form will cancel each other out. \begin{align*} Y &= \beta X + u &\quad &...
Jonathan's user avatar
  • 603
1 vote

Principal Component Analysis using Panel Data

The issue here is how the effect of these decisions is compared to what exactly you are interested in. If you use different PCAs for different identifiers, the values of "Bias" will not mean ...
Christian Hennig's user avatar
1 vote

Different time trends of groups: quadratic vs. linear decline

If you know/want to assume a priori that group A and group B follow time trends with different functional forms, you can hack it by using a dummy variable/indicator variable for each group. You can ...
Ben Bolker's user avatar

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