panel data

  1. C

    Winsorizing panel data

    Hey :) I am currently working on my bachelor thesis in finance and I faced some problems regarding my dataset. I wanted to analyze the effect of leverage on the performance of companies and as many researchers before me, I wanted to use a multiple linear regression model. My tutor advised me to...
  2. helgasaraswati

    Data Panel In R Commander

    Here is an example of three different methods (fixed effects, random effects) for analyzing Models in R Commander
  3. D

    Distribution of fixed effects

    Hi all, Let me shortly introduce my research: I am looking at whether companies outperform each other in investments. To do this I observe them at multiple investments, and calculate fixed effects. Afterwards, I tested the fixed effects to confirm whether at least one company outperforms...
  4. R

    Panel data regression estimatetion method

    Hi, I am facing some problems with a panel dataset, and I hope somebody could help me. I have a pretty large data set (approx. 5000 firms, 15 years, annual data), and I want perform a panel regression with these data. One of the independent variables is time-varying, but not cross sectional...
  5. B

    Normality question

    Hi everyone. I am doing a panel data project. One of the key factors is unemployment. The dependent is program enrollment. Unemployment is not normally distributed when I look at the normality plot. Does this make regression unreliable? There is a visible pattern when I look at the plot...
  6. W

    Domestic and Crossborder M&A output Method

    Hi all, Currently I am struggling with getting the right method for the following research question: Do cross-border acquisitions lead to higher innovation output than domestic acquisitions? In order to answer this I have assembled the right M&A data and innovation data of firms...
  7. E

    Statistical tests for panel data in SPSS

    Dear all, For my thesis, I would like to conduct a statistical test in SPSS to explain trade between the United States and 12 different regions, based on a couple of independent variables (both ratio and binary). I have seen that STATA is the best way to do this, however I have no experience...
  8. C

    Difficulty in Selecting Thesis Topic

    I am a graduate student. I have a 6 credit thesis and I am interested in the field of longitudinal and Bayesian. My supervisor said me to choose my topic. But I am not understanding if I choose a topic how can I know what is the scope (further extension) of this topic because I can't only...
  9. M

    Grouped Kernel Density Estimation

    Hi folks! I'm new to the site and forum because I 'm having an R problem that I haven't seen answered yet... Data: I have daily temperature data covering a four year span of time. In its simplest form, I have three columns: "year_month", "timestamp", and "temps". GOAL: I want to...
  10. J

    Use predicted values or residuals in the second stage?

    Hello all: I have a panel dataset (firms) in which some variables are "choice" variables (that is, they reflect executives' free choices as well as objective characteristics of the firms that may affect those choices). Therefore, in the first stage, I regress the "choice" variables on other...
  11. E

    Help with First Differencing in STATA

    Hello I am a student working with STATA for the first time. I am using panel data for the English Premier League football from 2010 to 2015 and am having trouble with first differencing my data to control for unobserved heterogeneity. Overall, I am interested in how a team's total player salary...
  12. S

    Regression with two fixed effects in STATA 11

    Hello, I need to run a standard econometric model (a standard panel regression) with two fixed effects in STATA 11. Could you please help me and tell me what is the code that i need to input. The fixed effect variables are country and year. Thank you in advance!
  13. S

    Change score in long format

    Hey guys. So I'm working on data and need to compute a change score. The data is panel data, where ID is country and I have 12 years. Here's my problem. I need to drop all years between 2000 and 2011 and compute a change score between 2000 and 2011. The drop part isn't the problem but the...
  14. kiton

    Addressing omitted variable bias in count panel model

    Hello dear forum members, My study aims to address the question about physician ratings: Do they have an impact on the business value (as proxied with new patient referrals)? The sample is a panel of of U.S. oncologists (N=1,694) observed from 2009 to 2013. The outcome is a count, so for the...
  15. P

    Command for First Differences

    Hello, I have panel data corresponding to 8 years and a number of variables involving a model. What commands do I use to show that Fixed Effects gives the same results as First Differences, when this last estimation is done applying GLS? I obtained the fixed effects part by using the command...
  16. J

    Gravity model with fixed effects - controlling for the heterogeneity

    Hi Stata users, I'm quite new to Stata and econometric packages in general, so I'd like to get some hints on how to specify a gravity model for international trade between different countries. My panel consists of 133 countries over 19 years - thus we have 17556 combinations of importers (ci)...
  17. N

    What to do with non-stationary and not cointegrated panel data?

    Hi, I've been trying to conduct a panel data analysis. I have 3 variables, all of them stationary at I(1). Then I employed both Westerlund and Pedroni panel cointegration tests. Both tests gave the same result, my data are not cointegrated. And now i am lost, don't know what's next? How can...
  18. D

    Bootstrapping wald test scores following SUR with panel data

    Hey everyone. Can anyone help me implement these steps into R code? Using this system: [url=http://i.stack.imgur.com/J3qBB.png] I found this piece of R code which might be helpful: # Sample Size N <- 2^12; # Linear Model to Boostrap Model2Boot <- lm( mpg ~ wt...
  19. D

    Bootstrapping test statistics with panel data and SUR

    As a newbie to bootstrapping, I'm having some trouble with developing with critical wald test scores for every observation in my panel dataset. I'm using a Seemingly Unrelated Regression to predict residuals, but then I'm unsure how to resample these and develop these critical wald test values...
  20. A

    Panel data correlation

    In a panel dataset of multiple years and multiple countries, what is best practice for running correlations among variables? I know that pooling by both countries and years is not recommended. Is restricting instead by both country and year the preferred method? Or just by either one, country...