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A composite logistic regression approach for ordinal panel data regression
International Journal of Data Analysis Techniques and Strategies, 2008We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001; Hsiao, 2003) can be directly applied.
Hansheng Wang
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Smoothed quantile regression for panel data
Journal of Econometrics, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Galvao, Antonio F., Kato, Kengo
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Semiparametric Estimation of Regression Models for Panel Data
The Review of Economic Studies, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joel L. Horowitz, Marianthi Markatou
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Regression Analysis of Panel Data
2020In this chapter we will discuss the analysis of panel data. We start with a basic linear regression model, and then focus on both the fixed and random effects models with the required tests for random effects before modelling the suitable data. We also cover the Parks method for the AR(1) error structure. We include numerical examples to illustrate the
Timina Liu, Shuangzhe Liu, Lei Shi
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Panel data regression for counts
Statistical Papers, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brännäs, K., Johansson, P.
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Efficient regression testing of multi-panel systems
Proceedings 10th International Symposium on Software Reliability Engineering (Cat. No.PR00443), 2003Multi-panel systems are systems that interact with a user via multiple input panels. The flow through the panels is influenced by the interaction. Multi-panel systems are ubiquitous, and include panel-based legacy applications, automated teller machines, and Web-based systems.
Clay Williams, Amit M. Paradkar
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A Jackknife Variance Estimator for Panel Regressions
Staff Reports (Federal Reserve Bank of New York)We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions.
Crump, Richard K. +2 more
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Regression Parameter Estimation from Panel Counts
Scandinavian Journal of Statistics, 2003This paper considers a study where each subject may experience multiple occurrences of an event and the rate of the event occurrences is of primary interest. Specifically, we are concerned with the situations where, for each subject, there are only records of the accumulated counts for the event occurrences at a finite number of time points over the ...
Hu, X. Joan, Sun, Jianguo, Wei, Lee-Jen
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Partially time-invariant panel data regression
Statistics & Probability LettersIn panel data analysis, temporal variation in the variable of interest is commonly exploited to eliminate individual-specific effects. However, even when the outcome variable follows a continuous distribution, its temporal variation may equal zero with positive probability, resulting in a mixture distribution characterized by a mass at zero alongside a
Cardot, Hervé, Musolesi, Antonio
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