panel

Hey all, I have a time-invariant independent variable and a continuous dependent variable. My dataset is unbalanced panel data. I already know that I cannot use the fixed effects model as my time-invariant variable would be removed. Consequently, I decided to employ a Hausman-Taylor model in...

Good morning I hope you can help. If I have 1 year data of: Number of enterprises, employment, and turnover of UK businesses -by size -by region -by industry can I use this data as dependent variable to do a regression and correlation on the manufactoring sector by region? Link...

Hi everyone, I have got a question regarding the specification of interaction effects in panel regressions (fixed effects within estimators). I would like to know: Can I create an interaction-term between a time-varying and a time-invariant variable? Some background: My data is from...

Suppose I have the following Data Yit = price of one foreign currency in one US dollar, at time t, where i= different countries[Australia, Japan] Xit=employment rate and other explanatory variables of that country at time t I want to run panel regression [fixed effect/random effect] . Should...

I am trying to build a longitudinal measurement model of a "strategy construct" using SEM. As long as I am building the model for each year individually, I have no problem and Stata's SEM converges. I use the following code...

Hi, I'm running a panel poisson regression with fixed effects in Stata. The result in Stata doesn't display a constant. Normally I use standard poisson regression and then the coefficients represent the procentual change of the constant. So I'm confused about how to interpet the coefficients...

I have a panel data set over a 5 year period, with which I have undertaken pooled ols, fixed effect and random effect estimation. Conducting a Hausman test shows that fixed effects is the most appropriate model. I have been advised that I need to carry out a first difference regression. Is it...

Dear all, we are using a standard panel model like Y_it = a_i + b*X_it + e_it. For one additional variable (prices=P) we only have observations through time, but not across individuals, i.e. prices are the same for all individuals (think of "i" being the districts and prices are given for...

Hi! I run a logistic regression, and i know that it can be written as Pr(y=1)=F(a+b_1*x+b_2*z). With y being the dependent variable, a the intercept, b_ the coefficients and x&z the independent variables. Concerning the notation only: Any ideas how I could write this for x and z being...

Hi All, I'm digging through stats literature, and not really finding what I need. I'm looking for a difference in differences estimator that uses the within transformation (subtracting off the means of all variables to lose the fixed effects), that can accomodate more than one non-linearly...

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"...

Hello everyone, I am currently working on a project for which I use a panel analysis and ordinary least squares analysis. For the panel analysis I transformed the data set into a long format. afterwards I tested a hypothesis using OLS and kept the long format. Now I am thinking, is this...

Hello World. I have a micro data set for my local CPI basket structured as (panel data with varying monthly periods over set products) in Eviews. I however, need to run a Logit model on a number of covariates which include a set of dummies. Eviews is limited in this regard (in that it cannot...

I've been working on a multiple regression analysis on bank failures using a probit model. I am currently using cross sectional data but I would like to use time series data in order to use historical data and increase the sample size. I am unsure of how to do this using the Gretl interface...

Hi, I stumbled upon a special regression method in a published paper (A+ journal) that I hadn't heard before. In dealing with a panel data set, the authors perform a time-series regression for each single entity. As they explain, "The reported coefficient values are averages of the...