panel data

  1. 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"...
  2. A

    Panel Data Regression with Few Observations

    Hello! I know very little of statistics but I need help to do my thesis. I'm running a regression with fixed and random effects in a panel data of 5 countries with 11 years of data. The number of variables I'm using are 5 and I need to analyze also a model with 6. Is this feasible? If not...
  3. S

    Possible to analyze cross lag panel data with regression alone (no SEM)?

    I have 2 (soon to be 4) waves of panel data. I have a relatively small sample size so I don't think I should use SEM - also I don't really understand SEM! Is there any effective way to analyze these data using only regression or correlation analyses? Preferably analyzed using SPSS if possible...
  4. C

    data manipulation stata

    data dropping stata 2 Hi all, I have the following panel of firms: A balanced panel of firms: FirmID Year Respondvariable 1 0 30 1 1 40 1 2 30 1 3 30 1 4 30 2 0 40 2 1 463 2 2 . 2 3 . 2 4 . 3 0 30 3 1 463 3 2 . 3 3 . 3 4 40 In year 0 all firms...
  5. C

    dropping firms in paneldataset

    Hi all, I have the following panel of firms: A balanced panel of firms: FirmID Year Respondvariable 1 0 30 1 1 40 1 2 30 1 3 30 1 4 30 2 0 40 2 1 263 2 2 . 2 3 . 2 4 . In year 0 all firms either have 40 or 30 on the respond variable. Now I want to...
  6. S

    Panel Data Analysis, Help Urgently Needed! Fixed & Random effects, Fama MacBeth etc.

    Hi, I have the following panel dataset: 11 years of annual data with a total of 250 observations. The panel is highly unbalanced, in the beginning years only few observations, while the last years make up the most of the observations. For instance, in year 1 I have only 6 observations, while...
  7. P

    Challenge: dependent variable observed randomly over time

    Hello everyone, I have been working on this problem and couldn't find a solution so any kind of help is more than welcome! I have data ranging from the year 1900 to 2000 in 150 cities for four independent variables (one of which is a dummy). These nicely constitute the requirements of a...
  8. I

    Interpretation of an equation

    I'm using panel data in R and have been using this formula: plm(log(Y)~log(X4)+X2+X3+X1| .+log(X5) +log(X4) I've found that as long as I have a . and a +/-/* the formula works but if I don't it gives me an error message. I need to know exactly why this is and make sure that I'm not...
  9. I

    Best Model to use with Panel data for Trade Agreement

    I'm using panel data to examine the effects of a trade agreement. I have 9 data points for each country I'm examining. The trade agreement is for a specific region so the factors I'm using include region, if they are in the trade agreement and change in other industries. I'm using R so if...
  10. T

    single observation multi-year variables

    Apologies if this has been posted before, but I had difficulties describing the problem. Rather than having a data set where, for the same entity, I have different observations for different years, I have a data set that has a single observation for a firm but variables are defined by the...