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Instrumental variable for panel data

This question is very broad. To do instrumental variable estimation, you will need to find a variable, say $Z_{c_1,c_2,t}$, that is time varying, correlated with a sanctions, but not correlated with ...
DarkenExcalibur's user avatar
3 votes

When should I standardize, before or after a regression?

lm.beta() standardizes based on the model matrix by multiplying the estimated coefficient by the standard deviation of the corresponding term. That means if you ...
Noah's user avatar
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1 vote

When should I standardize, before or after a regression?

It shouldn't be the case that the coefficients vary based on when the numeric variables are standardized (though note in Noah's answer that this can change based off the interactions / factor ...
Shawn Hemelstrand's user avatar
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Modeling longitudinal change in outcome per unit of change in a continuous explanatory variable

does the visit:wlp interaction without main effects give me the change in outcomes (gene expression) per wlp at the two ...
EdM's user avatar
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2 votes
Accepted

Within group vs between group variance in an RCT: how to handle?

So from what I understand: You randomized users to one of two exposures The hope is that you can detect a differences of \$ 2 dollars per user between groups However, the pre-experiment data suggests ...
Demetri Pananos's user avatar
0 votes

Advantages of using panel data structure when estimating causal effects consistently

One major challenge in assessing causal effects in a purely cross-sectional dataset is that if you see a correlation between A and B, that might be due to A causing B, or B causing A. Imagine a study ...
Graham Wright's user avatar
1 vote

Negative percentages as dependent variable

Percents are troublesome in general and don't make a lot of sense (at least to me) when you try to incorporate negative values. Try modeling the amount of dollar returns themselves (whether positive ...
EdM's user avatar
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2 votes
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why to add the interaction of two fixed effects in regression

Suppose you were modeling the sales of flip-flops at a retailer with locations all over the USA. Some people live in warmer places than others so that sandals can be worn for more months out of the ...
dimitriy's user avatar
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Test serial correlation for panel data

No. You can try Wooldridge 2002 which provides a Woold test for intragroup autocorrelation.The corresponding command in Stata is xtserial
Xiaobu Wang's user avatar
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Specifying panel data as survey object

You should use strata=~Stratum rather than strata=~interaction(Stratum, Wave_No). Observations on the same individual in ...
Thomas Lumley's user avatar
3 votes
Accepted

How to properly assess relationship between response and time as a predictor when there is information on both seasons and month of the year?

These questions are perfectly suited to Hierarchical Generalized Additive Models (HGAMs). The canonical reference for these types of models is Generalized Additive Models: An Introduction with R, ...
Nicholas Clark's user avatar
1 vote

Fixed effects - issue

I assume with regional dummies you are referring to groups of countries that have the same dummy, so e.g. a dummy for Europa, a dummy from Asia etc. It is indeed more efficient to control for regional ...
Stan's user avatar
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0 votes
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total variability/pattern analysis of multivariate longitudinal data for each subject

The first problem is having only 3 individuals, with only 1 dying. It's essentially impossible to get reliable results in this situation. A pattern that is equally likely between those who will die ...
EdM's user avatar
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