# panel data

1. ### xtreg with year as independent

Hey guys. So this might be a silly question but I'll ask anyway. If I just want to check, if the passing of years have any effect on my dependent variable in panel data, what should I do? xtreg already utilizes "year" as time, so I'm thinking that I need something else. I came up with this...
2. ### Simple panel data regression tool for my particular analyis problem

I am not a specialist in econometric's or linear regression but I am an engineer with a reasonable grasp of mathematics. I need to conduct a linear regression which looks at both relative information content and for multiple independent variables and incremental content. My data is currently...
3. ### Visualizing panel data

Hey guys. So I have a non-technical problem. I'm doing longitudinal studies with 44 countries over 11 years and I really want to do something visual to present the data but I am at a loss as to how one does this without it being completely ridiculous to read. It's 44 values x 11 so whenever I...
4. ### mlogit

Hi there, I am trying to apply mlogit for a panel data set. I have 22 individuals (countries), for a 228 points in time domain, and 8 variables. I set my data in Excel in long format (I think!). I am trying to write a command to prepare data for mlogit by applying the following code...
5. ### Long to wide

Hey guys. I''ve finally gathered the last of the data I need to do some longitudinal research but then I hit a snag. As far as I know, my data is on long format and someone told me, that it needs to be in wide format. Now I just have one variable for year, one for country (dummy) and then a...
6. ### Help to assess differences in timing of change in GDP with linear regression

I am looking into the % changes in GDP during the financial crisis (2007-2008) for a panel dataset consisting of countries but split into common law and civil law countries looking something like this: country -> quarter -> common -> civil -> gdp % change UK 2006_1...
7. ### Using svar and irf create with panel Data

Dear all, I'm a graduate student and unfortunately I must run a Svar on a panel of 500 firms: (1-L)Y(i)=C(L)e(i) The problem that I have is how to store the results. To collect coefficients I used: statsby _b _se estimates, by(id) basepop(id == 1): svar dsal demp, lreq(C) lags(1/2)...
8. ### Winsorizing Panel data (eliminating outlier overall or across firms)

We have a panel data consisting of about 1000 firms with each about 150 monthly observations (Returns and distress measures such as Z-score). In order to eliminate outliers we would like to winsorize at 1st and 99th percentile. However we are not sure if: a) to winsorize for each point of...
9. ### Dummy variables in panel data.

Hi I am working on a regression looking at income inequality pre and post financial crisis across G-7 countries between 1975-2006. I have included a dummy variable for banking crisis years in the 7 countries across this time period. I am wanting to add two more dummy variables for pre and...
10. ### Panel Data Fixed Effects with year dummies

I wasn't sure quite were to put this thread, so I'm posting here even though it's very similar to another one I posted in another thread. Quick question. I'm working with an unbalanced international dataset. I'm using fixed effects because (at least mostly because) I want to allow for...
11. ### Year dummies in Fixed Effects estimation with panel data

Quick question. I'm working with an unbalanced international dataset. I'm using fixed effects because (at least mostly because) I want to allow for unobserved country specific effects. My question is regarding using dummies for each year in my equation. Much of the literature on my subject...
12. ### Inference from sample splits when coefficients are not significant (Panel Data)

Hi, I’m new to this forum and have got a little stata problem. Status Quo: I use panel data and a fixed effects model. My independent variable is negative and statistically significant over the whole sample. To test a theory I split the sample in two halves (A+B). Theory predicts...
13. ### Added-Variable Plot for Panel Data

Dear all, in Frees (2004): "Longitudinal and Panel Data" there is a short description of a procedure for Added-Variable or partial regression plots for Fixed Effects models: 1) Run Y on X leaving out x_j 2) Run x_j on "the rest" of X 3) Plot the respective residuals. My question: When I...
14. ### xtprobit regression with a cluster

Hello everybody, I have a huge problem that I hope you can help me to solve, since I have not found anything helpful in the web. I have a WIDE dataset, made of: - a variabile called "people" (with 660names) - 32 variables, called "action1".."action32", with value = 1 or = 0 (in order to...
15. ### Entering panel-data (cross-sectional time-series data) into SPSS for regression

I am kind of desperate as I dont know how to enter pooled data (I have data about 42 countries over 7 years per variable) into SPSS and then run a regression. So far SPSS does not assign the observations to a certain country and year and rather treats each variable as independent. How do I...
16. ### Panel Data: Logistic fixed-effect model with a non-varying dependent variable...

Dear all, As a part of my master’s thesis, I am currently undertaking some statistical analysis of corporate turnaround. I have a panel dataset consisting of approximately 200 firms for 6 years each gathered within a 15-year time-period and with large cross-sectional dimensions (various...
17. ### Analyzing panel data with 3 time points: latent growth/curve models

Hello, I have panel data containing 3 time points. Some of the papers I read used latent curve models. I'm trying to employ this idea as well but there were some bumps in the road. First: I'm using AMOS, but it seems that this program is only equipped to deal with one latent variable that...
18. ### R: Multinomial Logistic Regression with a subset of observations (Panel Data)

I have panel data with observations in different week-days to run a Multinomial Logistic Regression in R. I know that mlogit package includes this topic on its usage definition: mlogit(formula, data,subset, weights,....) But I don't have any example that includes correlations between...
19. ### How to perform pooled cross-sectional time series analysis?

For 86 companies and for 103 days, I have collected (i) tweets (variable hbVol) about each company and (ii) pageviews for the corporate wikipedia page (wikiVol). The dependent variable is each company's stock trading volume (stockVol0). My data is structured as follows: company...
20. ### Discrete Choice model with Panel Data in SPSS

I've studying travel behaviour data with Random Utility Maximization theory (Discrete Choice Model) using SPSS. I know that McFadden's conditional logit model can be fitted in the COXREG procedure, but I don't know how to include Panel Data. Some people talk about GENLINMIXED command to...