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Feb 11, 2014

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panal data analysis on stata or eviewz software.

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panal data analysis on stata or eviewz software.

Attribution Non-Commercial (BY-NC)

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Panel data (also known as longitudinal or cross sectional time-series data) is a dataset in which

the behavior of entities are observed across time. These entities could be states, companies,

individuals, countries, etc. There are other names for panel data, such as pooled data,

micropanel data.

Panel data allows you to control for variables you cannot observe or measure like cultural

factors or difference in business practices across companies; or variables that change over time

but not across entities (i.e. national policies, federal regulations, international agreements,

etc.). This is, it accounts for individual heterogeneity.

BALANCED PANEL:

A panel is said to be balanced if each subject (firm,individuals,etc)has the same number of

observations.

UNBALANCED PANEL:

A panel is said to be unbalanced if each entity (firm,individuals,etc) has the different number

of observations.

In the panel data literature, there is two terms:

SHORT PANEL: In a short panel the number of cross sectional subjects,N, is greater than

the number of time periods,T.

LONG PANEL: In a long panel the number of cross sectional subjects,N, is less than the

number of time periods,T.

Labour economics, welfare economics and several other fields rely heavily on

household panel studies.

Panels are more informative than simple time series of aggregates, as they allow

tracking individual histories. A 10% unemployment rate is less informative than a

panel of individuals with all of them unemployed 10% of the time or one with 10%

always unemployed.Panels are more informative than cross-sections, as they reflect

dynamics and Granger causality across variables.

Panel data provides a means of resolving the magnitude of econometric problems that

often arises in empirical studies, namely the often heard assertion that the real reason

one finds (or does not find) certain effects is the presence of omitted (mismeasured or

unobserved) variables that are correlated with explanatory variables.

They allow to study individual dynamics (e.g. separating age and cohort effects).

They give information on the time-ordering of events.

They allow to control for individual unobserved heterogeneity.

Changing structure of population (use of rotating panel data).

Incomplete coverage of the population of interest.

Data collection and management problem.

Distortions of measurement errors due to faulty response, unclear questions, etc

Selectivity problems (self-selectivity not to work because reservation.

wage>offered wage).

Non-response (partial or complete) due to lack of cooperation.

Attrition problem, non-response over time is increasing.

Short time-series dimension, increased N costly, increased T deteriorates attrition.

New estimation problems.

1) Pooled OLS model.

2) The (LSDV) model.

3) The (FEWG) model.

4) The(REM).

Suppose we estimate the following model:

Yit = O + 1X1it + . . . . + k Xkit +

it

where i = 1; : : : ; N , t = 1; : : : ; T

Note that the double-subscripted notation represents that we are dealing with a panel data set.

This is a pooled regression model since we pool all the observations in OLS

regression.The model is implicitly assuming that the coefficients (including the

intercepts) are the same for all the individuals.

In order for the OLS estimates to be unbiased and consistent, the regressor should

satisfy exogeneity assumption.

Suppose each individual i has time-invariant but unique effects on the dependent

variable. Since the pooled regression model neglects the heterogeneity across

individuals and assumes the same coefficients for all individuals, those effects unique to

each individual are all subsumed in the error term

it.

If this is the case, the explanatory variables will no longer be uncorrelated with the

error terms. Then, the estimates from pooled OLS regression will be biased and

inconsistent.

The easiest way of specifying the fixed effects model is to generate as many dummy variables

as the individuals in panel data as follows:

it

Note that we need to subtract a dummy variable for one individual to avoid perfect

multicollinearity.

This dummy technique is called the least-squres dummy variable (LSDV) because it is

simply the OLS estimator with plenty of dummy variables.

Note that consistent estimates with the LSDV model is only obtained when the error

terms are independent across both dimensions (across time and individual) of the panel

data.

In many cases the prime interest of researchers is not in obtaining the impact of the

unobserved variables (or heterogeneity). For this reason, the parameters of dummy

variables for fixed effects are called nuisance parameters.

We can provide a test to check if the fixed effects model gives different estimates than

the pooled OLS regression using F-test.

The null hypothesis test associated with this F-test is

H0 : 1 = 2 = . = N = 0

The caveat of using the fixed effects is that if you introduce too many dummy variables

(that is, if N is too large), you will lack enough observations to do a meaningful

statistical analysis. For example, suppose we have N = 2; 000 and T = 3, then we have to

draw upon the variation shown only from 3 observations for the fixed effects of each

individual.

Also known as (Covariance Model, Within Estimator, Individual Dummy Variable

Model, Least Squares Dummy Variable Model).

Use fixed-effects (FE) whenever you are only interested in analyzing the impact of

variables that vary over time.

FE explore the relationship between predictor and outcome variables within an entity

(country, person, company, etc.).

Each entity has its own individual characteristics that may or may not influence the

predictor variables (for example being a male or female could influence the opinion

toward certain issue or the political system of a particular country could have some

effect on trade or GDP or the business practices of a company may influence its stock

price).

When using FE we assume that something within the individual may impact or bias the

predictor or outcome variables and we need to control for this. This is the rationale

behind the assumption of the correlation between entitys error term and predictor

variables. FE remove the effect of those time-invariant characteristics from the

predictor variables so we can assess the predictors net effect.

Another important assumption of the FE model is that those time-invariant

characteristics are unique to the individual and should not be correlated with other

individual characteristics.

Each entity is different therefore the entitys error term and the constant (which

captures individual characteristics) should not be correlated with the others. If the

error terms are correlated then FE is no suitable since inferences may not be correct

and you need to model that relationship (probably using random-effects), this is the

main rationale.

The equation for the fixed effects model becomes:

Yit= 1Xit+ i+ uit

Where,

Yit is the dependent variable (DV) where i= entity and t= time.

Xit represents one independent variable (IV).

1 is the coefficient for that IV.

uit is the error term.

It estimates variance components for groups (or times) and error.

It assumes the same intercept and slopes.

ut is a part of the errors ;should not be correlated to any regressor. (why?)

The difference among groups (or time periods) lies in their variance of the error term,

not in their intercepts.

When the variance structure among groups is known we can use generalized least

squares method for estimation.

The fixed effects model assumes that each group (firm) has a non-stochastic groupspecific component to y. Including dummy variables is a way of controlling for

random). The Random Effects Model attempts to deal with this:

Yit= 0+1Xit+ vi+ it

Here the unobservable component, vi , is treated as a component of the random error

term. vi is the element of the error which varies between groups but not within groups.

it is the element of the error which varies over group and time.

(RE):

1. With large T and small N there is likely to be little difference, so FE is preferable as it

is easier to compute.

2. With large N and small T, estimates can differ significantly. If the cross-sectional

groups are a random sample of the population RE is preferable. If not the FE is

preferable.

3. If the error component, vi , is correlated with x then RE is biased, but FE is not.

4. For large N and small T and if the assumptions behind RE hold then RE is more

efficient than FE.

WORKING EXAMPLE 1:

Greene (1997) provides a small panel data set with information on costs and output of 6

different firms, in 4 different periods of time (1955, 1960, 1965, and 1970). Your job is to

estimate a cost function using basic panel data techniques.

PANEL DATA:

Year

Firm

Cost

Output D1

1955

1

3.154

214

1960

1

4.271

419

1965

1

4.584

588

D2

1

1

1

D3

0

0

0

D4

0

0

0

D5

0

0

0

D6

0

0

0

0

0

0

1970

1955

1960

1965

1970

1955

1960

1965

1970

1955

1960

1965

1970

1955

1960

1965

1970

1955

1960

1965

1970

1

2

2

2

2

3

3

3

3

4

4

4

4

5

5

5

5

6

6

6

6

5.849

3.859

5.535

8.127

10.966

19.035

26.041

32.444

41.18

35.229

51.111

61.045

77.885

33.154

40.044

43.125

57.727

73.05

98.846

138.88

191.56

1025

696

811

1640

2506

3202

4802

5821

9275

5668

7612

10206

13702

6000

8222

8484

10004

11796

15551

27218

30958

1

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

(1)

POOLED OLS:

The most basic estimator of panel data sets are the Pooled OLS (POLS). Johnston & DiNardo (1997)

recall that the POLS estimators ignore the panel structure of the data, treat observations as being

serially uncorrelated for a given individual, with homoscedastic errors across individuals and time

periods:

(2)

bPOLS = (X'X)-1X'y

gen lnc=log(cost)

gen lny=log(output)

regress lnc lny

Source |

SS

df

MS

-------------+-----------------------------Model | 33.617333

Number of obs =

24

F( 1, 22) = 728.51

1 33.617333

Prob > F

R-squared

-------------+------------------------------

= 0.0000

= 0.9707

Root MSE

= .21482

-----------------------------------------------------------------------------lnc |

t P>|t|

.8197573 .9562164

------------------------------------------------------------------------------

scalar R2OLS=_result(7)

P = D(D'D)-1D': transform data into individual means

Q = I-P : transform data into deviation from individual means.

The within-groups (or fixed effects) estimator is then given by:

(3) bW = (X'QX)-1X'Qy

Given that Q is idempotent, this is equivalent to regressing Qy on QX, i.e., using data in the form of

deviations from individuals means. In STATA, you can obtain the within-groups estimators using

the built-in function xtreg, fe:

tsset firm year

panel variable: firm (strongly balanced)

time variable: year, 1955 to 1970, but with gap

delta: 1 unit

xtreg lnc lny, fe

Group variable: firm

Number of obs =

Number of groups =

avg =

overall = 0.9707

=

between = 0.9833

F(1,17)

24

4.0

max =

121.66

Prob > F

0.0000

-----------------------------------------------------------------------------lnc |

t P>|t|

.5453044 .8032534

-------------+---------------------------------------------------------------sigma_u | .36730483

sigma_e | .12463167

rho | .89675322 (fraction of variance due to u_i)

-----------------------------------------------------------------------------F test that all u_i=0:

F(5, 17) =

9.67

matrix bW=get(_b)

matrix VW=get(VCE)

BETWEEN-GROUPS ESTIMATORS:

(4) bB = [X'PX]-1X'Py

xtreg lnc lny, be

Between regression (regression on group means) Number of obs

Number of groups =

between = 0.9833

overall = 0.9707

avg =

max =

4.0

4

24

F(1,4)

sd(u_i + avg(e_i.))= .1838474

Prob > F

236.23

0.0001

-----------------------------------------------------------------------------lnc |

t P>|t|

.7464935 1.075653

------------------------------------------------------------------------------

. matrix bB=get(_b)

. matrix VB=get(VCE)

RANDOM EFFECTS:

(5) bGLS = [X'Omega-1X]-1X'Omega-1y

where , Omega = (sigmau2*InT + T*sigmaa2*P)

GLS

xtreg lnc lny, re

Random-effects GLS regression

Number of obs

Number of groups =

between = 0.9833

overall = 0.9707

Random effects u_i ~ Gaussian

corr(u_i, X)

= 0 (assumed)

avg =

max =

24

4.0

4

Wald chi2(1)

Prob > chi2

= 268.10

= 0.0000

------------------------------------------------------------------------------

lnc |

z P>|z|

_cons | -3.413094 .4131166

16.37 0.000

-8.26 0.000

.7010002

-4.222788

.8916404

-2.6034

-------------+---------------------------------------------------------------sigma_u | .17296414

sigma_e | .12463167

rho | .65823599 (fraction of variance due to u_i)

------------------------------------------------------------------------------

bGLS = Delta* bB + (1-Delta)* bW

where , Delta = VW / (VW + VB)

we can recover random effects GLS estimators as follows:

matrix V=VW+VB

. matrix Vinv=syminv(V)

. matrix D=VW*Vinv

. matrix P1=D*bB'

. matrix I2=I(2)

. matrix RD=I2-D

. matrix P2=RD*bW'

. matrix bRE=P1+P2

. matrix list bRE

bRE[2,1]

y1

lny .79632032

_cons -3.413094

APPROACH:

Hausman (1978) suggested a test to check whether the individual effects (a i) are correlated with the

regressors (Xit):

- Under the Null Hypothesis: Orthogonality, i.e., no correlation between individual effects and

explanatory variables. Both random effects and fixed effects estimators are consistent, but the

random effects estimator is efficient, while fixed effects is not.

- Under the Alternative Hypothesis: Individual effects are correlated with the X's. In this case,

random effects estimator is inconsistent, while fixed effects estimator is consistent and efficient.

Greene (1997) recalls that, under the null, the estimates should not differ systematically. Thus, the

test will be based on a contrast vecor H:

(6)

xtreg lnc lny, fe

Fixed-effects (within) regression

Number of obs

24

Number of groups =

between = 0.9833

avg =

overall = 0.9707

max =

F(1,17)

Prob > F

4.0

4

= 121.66

=

0.0000

-----------------------------------------------------------------------------lnc |

P>|t|

_cons | -2.399009

.508593

11.03 0.000

-4.72 0.000

.5453044

.8032534

-3.472046 -1.325972

-------------+---------------------------------------------------------------sigma_u | .36730483

sigma_e | .12463167

rho | .89675322 (fraction of variance due to u_i)

-----------------------------------------------------------------------------F test that all u_i=0:

F(5, 17) =

9.67

Random-effects GLS regression

Number of obs

Number of groups =

between = 0.9833

avg =

overall = 0.9707

corr(u_i, X)

Wald chi2(1)

= 0 (assumed)

24

4.0

max =

= 268.10

= 0.0000

-----------------------------------------------------------------------------lnc |

z P>|z|

_cons | -3.413094 .4131166

16.37 0.000

-8.26 0.000

.7010002

.8916404

-4.222788

-2.6034

-------------+---------------------------------------------------------------sigma_u | .17296414

sigma_e | .12463167

rho | .65823599 (fraction of variance due to u_i)

So, based on the test above, we can see that the tests statistic (10.86) is greater than the critical value

of a Chi-squared (1df, 5%) = 3.84. Therefore, we reject the null hypothesis. So, the preferred model

is the fixed effects.

We can recover the intercept of your cross-sectional unit after using fixed effects estimators. For the

example above, let's calculate the fixed effects model including dummy variables for each firm,

instead of a common intercept.

. regress lnc lny d1 d2 d3 d4 d5 d6, noconst

Source |

SS

df

MS

-------------+-----------------------------Model | 280.714267

7 40.1020382

Number of obs =

F( 7,

24

17) = 2581.72

Prob > F

= 0.0000

Residual | .264061918

17 .015533054

R-squared

-------------+-----------------------------Total | 280.978329

= 0.9991

24 11.7074304

Root MSE

= .12463

-----------------------------------------------------------------------------lnc |

P>|t|

11.03 0.000

d1 | -2.693527 .3827874

-7.04 0.000

-3.501137 -1.885916

d2 | -2.911731 .4395755

-6.62 0.000

-3.839154 -1.984308

d3 | -2.439957 .5286852

-4.62 0.000

-3.555386 -1.324529

d4 | -2.134488 .5587981

-3.82 0.001

-3.313449

d5 | -2.310839

.55325

d6 | -1.903512 .6080806

-4.18 0.001

-3.13 0.006

.5453044

.8032534

-.955527

-3.478094 -1.143583

-3.18645 -.6205737

------------------------------------------------------------------------------

The slope is obviously the same. The only change is the substitution of a common intercept for 6

dummies, each of them representing a cross-sectional unit. Now suppose we would like to know if

the difference in the firms effects is statistically significant.

- Regress the fixed affects estimators above, including the intercept and the dummies:

regress lnc lny d1 d2 d3 d4 d5 d6

note: d1 omitted because of collinearity

Source |

SS

df

MS

-------------+-----------------------------Model | 34.368475

Residual | .264061918

6 5.72807917

17 .015533054

-------------+-----------------------------Total | 34.6325369

23 1.50576248

Number of obs =

F( 6,

24

17) = 368.77

Prob > F

= 0.0000

R-squared

= 0.9924

Root MSE

------------------------------------------------------------------------------

= .12463

lnc |

P>|t|

11.03 0.000

.5453044

.8032534

d2 | -.2182041 .1052027

-2.07 0.054

-.4401624

.0037542

d3 | .2535693 .1716665

1.48 0.158

-.1086153

.6157539

d4 | .5590387 .1982915

2.82 0.012

.1406801

.9773973

d5 | .3826881 .1933058

1.98 0.064

-.0251516

.7905277

d6 | .7900151 .2436915

3.24 0.005

.275871

d1 | (omitted)

-7.04 0.000

1.304159

-3.501137 -1.885916

------------------------------------------------------------------------------

Note that one of the dummies is dropped (due to perfect collinearity of the constant), and all other

dummies are represented as the difference between their original value and the constant. (The value

of the constant in this second regression equals the value of the dropped dummy in the previous

regression. The dropped dummy is seen as the benchmark.)

Obtain the R-squared from restricted (POLS) and unrestricted (fixed effects with dummies) models

. scalar R2LSDV=_result(7)

. scalar list

R2LSDV = .99237532

R2OLS = .97068641

Perform the traditional F-test, comparing the unrestricted regression with the restricted regression:

(7)

where the subscript "u" refers to the unrestricted regression (fixed effects with dummies), and the

subscript "p" to the restricted regression (POLS). Under the null hypothesis, POLS are more

efficient.

. scalar

F=((R2LSDV-R2OLS)/(6-1))/((1-R2LSDV)/(24-6-1))

. scalar list F

F = 9.6715307

The result above can be compared with the critical value of F(5,17), which equals 4.34 at 1% level.

Therefore, we reject the null hypothesis of common intercept for all firms.

WORKING EXAMPLE 2:

The Following Panel Data we have selected is Investment data for four companies for 20

years,1935-1954

Where,

Grossinv = gross investment=y

Valuefirm = value of firm =x2

capstock = capital (stock of plant and equipment)=x3

First we regress Gross Investment on Value of the firm and Capital Stock.

y

x2

x3

33.1

45

77.2

.

.

71.78

90.08

68.6

1170.6 97.8

2015.8 104.4

2803.3 118

.

.

.

.

864.1 145.5

1193.5 174.8

1188.9 213.5

1. APPLYING GENERALIZED LEAST SQUARE METHOD:

->gross inv on values of firm and capital stock

COMMANDS: ls y c x2 x3

RESULTS:

Dependent Variable: Y

Method: Least Squares

Sample: 1 80

Included observations: 80

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

X2

X3

-63.30414

0.110096

0.303393

29.61420

0.013730

0.049296

-2.137628

8.018809

6.154553

0.0357

0.0000

0.0000

R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)

0.756528

0.750204

142.3682

1560690.

-508.6596

119.6292

0.000000

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat

290.9154

284.8528

12.79149

12.88081

12.82730

0.309795

RESULTS:

F-statistic

Obs*R-squared

Scaled explained SS

4.146525

7.778406

6.247011

Prob. F(2,77)

Prob. Chi-Square(2)

Prob. Chi-Square(2)

0.0195

0.0205

0.0440

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

X2

X3

15418.30

-1.935848

23.44746

5174.959

2.399202

8.614225

2.979406

-0.806872

2.721947

0.0039

0.4222

0.0080

R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)

0.097230

0.073782

24878.25

4.77E+10

-921.7262

4.146525

0.019486

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat

19508.62

25850.15

23.11815

23.20748

23.15397

0.729271

RESULTS:

F-statistic

2.719894

Prob. F(2,77)

0.0722

Obs*R-squared

5.278799

Prob. Chi-Square(2)

0.0714

Scaled explained SS

4.239521

Prob. Chi-Square(2)

0.1201

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

X2^2

X3^2

20262.24

-0.000584

0.011659

3695.723

0.000423

0.005000

5.482620

-1.379930

2.331917

0.0000

0.1716

0.0223

R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

0.065985

0.041725

25305.11

4.93E+10

-923.0872

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

19508.62

25850.15

23.15218

23.24151

23.18799

F-statistic

Prob(F-statistic)

2.719894

0.072214

Durbin-Watson stat

0.745009

CONCLUSION:

Hence we can conclude that the above results showing the large impact of stock of plant and

equipment and firm values on the gross investment..

the above regression equation has a positive impact on the data and can be written as:

REQUIRED GLS:

GROSSINV=0.110096(VALUE OF FIRMS) +0.303393(STOCK OF PLANT & EUIPMENT)

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