panel data

  1. S

    Can I use incomplete panel data for individuals if I control for fixed effects?

    I’m trying to apply a Difference-In-Difference Model with monthly panel data on the words used in the Tweets of about 60 German politicians. Because of the way the Twitter API works, I can only read the last ~3200 Tweets of any given user, which means that there is no data for very active users...
  2. L

    How to interpret the coefficients of the time dummies in a fixed effect model?

    Good morning to the community. I want to analyze the relationship of the intangible assets on the firm performance between 2010 and 2020. I included time effects in the regression but I can't make an interpretation of these coefficients related to theses time dummies. Can you help me?
  3. D

    Interpretation of FE model

    HI :) Could you help me with interpretation of my FE model? I had been using DIFF(LOG(GDPpc)) as my dependent variable (because it was nonstationary) and I did no transformation to my independent variables, though two of them are lagged. How can I describe the relationship between dependent...
  4. L

    problems with panel data model - correlations & time lags

    Hello everyone! I will try to be precise and concise. I'm studying the impact of environmental-related technologies on the CO2 emissions reduction (dependent variable). To do so, I'm working on a panel data: 27 countries and 19 years (2000 to 2018). My panel is in a long format. I have 19...
  5. T

    Conditional logit (with a different number of alternatives for each case)?

    Dear all, I have a question about conditional logit analysis, in particular analysis based on a McFadden-type choice model. I am using a model of firm relocation destination county choice using a 19th century panel dataset, with the main explanatory variables being county-specific variables...
  6. K

    Choice of model/strategy for multiple regression analisys

    Hi, I am doing an econometrics course where I am to do a regression analysis on some firm data. I want to analyze some shipping data of frozen goods to predict the temperature of the shipped goods at their end destination. My problem is that I am unsure which kind of analysis to make when I am...
  7. T

    Panel regression: Deciding on fixed effects and random effects - Hausman

    Dear members ,I have a problem with my thesis while using regression. In short: My fixed effects model is not significant and has no meaningfulness whatsoever. My random effects model is significant and could be used. But: Hausman tests strongly suggests, that I should use fixed effects and...
  8. W

    panel data correlation

    Dear All I want to study the effect on ROA for a pharmacy that has an online pharmacy department compared to pharmacies that don't. This is my regression: Return on assets = b0 + b1*ln(total assets) + b2*ln(firmage) + b3*leverage + b4*current ratio + b5*dummy online pharmacy + b6*dummy online...
  9. 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...
  10. helgasaraswati

    Data Panel In R Commander

    Here is an example of three different methods (fixed effects, random effects) for analyzing Models in R Commander
  11. 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...
  12. 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...
  13. 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...
  14. 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...
  15. 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...
  16. 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...
  17. 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...
  18. 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...
  19. 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...
  20. 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!