panel data

Hi there, This is my first statistical question on this forum. I am busy with my thesis, so I think a couple more will follow in the coming months. I have some results from a panel data analysis. My outputs are in the attachment. I have a simple question on how I have to interpret these...

Hey guys. I've been trying to run a user-written program to do a ridge and weighted fixed effects panel data regression called xtregfem but I can't get it to work. What I do is: *******example******* xtregfem hea gdpln postin labforfem, id(country) it(year) ******example end*******...

Hey guys. It's a big question in short format; I have data from 42 countries over 12 years and one of my independent variables is GDP (transformed by ln). I have a few other macro level variables and I would like to run some pooled models but I run into trouble - I have a lot of...

Hi, I am using a panel data set in SPSS 20. I am attempting to run a fixed effects regression using least squares dummy variable and calculate F tests to compare the residuals from the (restricted) pooled OLS and (unrestricted) LSDV estimators. However, since I am using a recent version I...

I am fairly new to stata and I am trying to run a cross country panel data analysis. my data comes from a variety of sources e.g. World Bank, UN etc. I have imported the data for each variable seperately into Stata but I have noticed that for each variable I have data for different years and...

Hi, all :wave::wave::wave: I was reading a paper about Free Trade Agreements impact on trade, here is the link http://www.aseancenter.org.tw/upload/files/OUTLOOK002_02.pdf. I have been contacting the author, but he wouldn't explain in detail :confused::confused::confused::confused: For...

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...

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...

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...

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...

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...

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...

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)...

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...

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...

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...

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...

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...

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...

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...