lagged effects

  1. kiton

    Seeking advise on predictive modeling approach

    Hello dear forum members! Currently, I am working on a project that aims to predict a certain cancer-related outcome (y) using a number of control (c) and predictor (X) variables: y(i) = a + c(it) + X(it) + u (1) In Equation (1): y(i) is continuous in nature, data is available only...
  2. kiton

    Assessing mediation with lagged predictors

    Hello dear forum members! I am seeking your comments/advises on the following question related to assessing mediation effects. Following the general guidelines by Baron and Kenny (1986): 1. y(it) = a + x(it) + u --> significant impact 2. m(it) = a + x(it) + u (where m -- mediator) -->...
  3. U

    How to run a lagged (time series?) model in R?

    Hi there, I am wanting to run a lagged model where a predictor (X) at T1 is regressed on an outcome (Y) at T2, controlling for Y at T1 plus 2 covariates at T1, over a total of 20 time points (so as to test whether X causes Y). I could use a cross-lagged SEM in Lavaan, but most papers I've...
  4. E

    Time series help, Derive COV in a random walk process

    I could use some help deriving the covariance between Y_t and Y_t+h given the random walk process Y_t = Y_t-1+e_t And also the correlation between Y_t and Y_t+h Got stuck.. :( Also got another problem where i need to state whether pbl_t is correlated with e_(t-1) in this regression q_t=...
  5. E

    Adding up the coefficients of a contemporaneous and a once-lagged variable

    Hello, I'm stuck on what's probably a trivial problem, but I can't figure out how to go about it as I am a semi-beginner, so I would really appreciate the help of anyone who can assist me. I'm doing empirical work and I want to combine the effects of a variable and a once-lag of the variable...
  6. R

    How to perform regression on panel-data with timelag in SPSS?

    For my thesis, I have gathered search volume data ("svi") from Google and message data from Twitter ("tweets" is the number of daily tweets) for serveral companies ("comp"). The variable "tradevol" is the trading volume in the stock of a company, as taken from Yahoo! Finance. "svi" and "tweets"...
  7. M

    Pooled cross sectional data: How to test for and handle autocorrelation?

    Hi, 1) My goal: I am making a difference-in-difference analysis to estimate the development in political efficacy for a certain group of people relative to another group. I want to test for autocorrelation and handle it (if the test shows that autocorrelation is present). 2) My data: I...