panel data

  1. S

    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. J

    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. S

    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. R

    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. S

    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. F

    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. R

    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. F

    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. A

    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. E

    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. E

    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. G

    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. A

    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. L

    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. F

    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. A

    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. S

    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. C

    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. R

    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. C

    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...