Questions tagged [cross-section]

Cross section data is drawn at a single point in time as a sample of many different units from a certain population.

Cross section data is drawn at a single point in time as a sample of many different units (e.g. individuals, households, firms) from a certain population. The name for this type of data was borrowed from geometry where a cross section is the shape which is obtained by cutting straight across an object. Since there is no time dimension, cross sections are static in nature and are therefore sometimes referred to as "snapshot of the population". When a cross section is repeated over time, but not with the same units, it is called a pooled cross section.
Examples of cross sections and pooled cross sections are the Canadian Integrated Criminal Court Survey and the U.S. Current Population Survey, respectively.

178 questions
23
votes
6 answers

What is the difference between pooled cross sectional data and panel data?

They seem so similar. Are they the same thing but just referred to as different names?
Kyle
  • 1,119
  • 6
  • 13
  • 22
16
votes
1 answer

What is cross section in "cross section of stock return"?

Can somebody give the definition of cross section in "cross section of stock return"? Thanks
hung
  • 317
  • 2
  • 4
  • 9
13
votes
1 answer

Difference between Multivariate Time Series data and Panel Data

Recently I got mix response on the difference between multivariate time series data and panel data. I completely understand the difference between cross sectional data, time series data and panel data. But sometimes it becomes difficult to…
Neeraj
  • 2,150
  • 18
  • 28
11
votes
2 answers

Why is using cross-sectional data to infer / predict longitudinal changes a Bad Thing?

I'm looking for a paper which I hope exists, but don't know if it does. It could be a set of case studies, and / or an argument from probability theory, about why using cross-sectional data to infer / predict longitudinal changes may be a Bad Thing…
410 gone
  • 1,028
  • 8
  • 23
11
votes
2 answers

If you run OLS regression on cross sectional data, should you test for autocorrelation in residuals?

I have a set of observations, independent of time. I am wondering whether I should run any autocorrelation tests? It seems to me that it makes no sense, since there's no time component in my data. However, I actually tried serial correlation LM…
10
votes
3 answers

Is it allowed to use averages on a dataset to improve correlation?

I have a dataset with a dependent and an independent variable. Both are not a time series. I have 120 observations. The correlation coefficient is 0.43 After this calculation, I have added a column for both variables with the average for every 12…
user2165379
  • 229
  • 2
  • 9
9
votes
1 answer

Test whether cross-sectional dependence in panel data follows known (network/spatial) structure

I want to test whether cross-sectional dependence in one specific variable (y) in panel data format follows a known structure (W) (e.g. network, spatial dependence), after controlling for individual fixed effects and time fixed effects. The aim is…
Dom
  • 91
  • 1
7
votes
0 answers

Analysis of survival data using binomial GLM with offset

We are interested in determining whether there's an association between frequency of screening visits and cancer outcomes and whether that differs by race. We have Medicare data to analyze this. Typically, the knee jerk reflex for modeling survival…
AdamO
  • 52,330
  • 5
  • 104
  • 209
7
votes
4 answers

How to perform pooled cross-sectional time series analysis?

For 86 companies and for 103 days, I have collected (i) tweets (variable hbVol) about each company and (ii) pageviews for the corporate wikipedia page (wikiVol). The dependent variable is each company's stock trading volume (stockVol0). My data is…
Pr0no
  • 748
  • 7
  • 16
  • 28
6
votes
2 answers

Validity of pseudo-panel data constructed from repeated cross sectional data as a panel data

I am looking at the repeated cross-sectional data from federal reserves, which has both panel data and repeated cross sectional data at different time-points,e.g. 2007-2009 is a panel while 2010 is a cross sectional data set and everything before…
VitalStatistix
  • 368
  • 2
  • 9
5
votes
1 answer

Accounting for post-intervention bias following propensity matching

Using a large, cross-sectional survey of victims of violence, I am interested in testing the effect of alcohol intoxication (let's call it the 'treatment') on victims' subjective rating of the seriousness of the assault (outcome). I have run…
user38318
  • 53
  • 3
5
votes
0 answers

Random Forests / adaboost in panel regression setting

Tools such as random forests or adaboost are powerful at solving cross-sectional binary logistic problems or prediction problems where there are many weak learners. But can these tools be adapted to solve panel regression problems? One could…
Ram Ahluwalia
  • 3,003
  • 6
  • 27
  • 38
4
votes
1 answer

How to model the relationship between number of subjects per group, derived using standard power analysis methods, and study specific parameters

I am interested in estimating how many subjects should be included in a brain imaging study. Although the design is a fairly straight forward cross-sectional comparison, there are a number of tweakable image processing steps between the raw image…
4
votes
3 answers

What to call exponentiated coefficients from a Poisson/negative binomial regression of cross-sectional data

In epidemiology, exponentiated coefficients are often reported as odds ratios, relative risks/ incidence rate ratios or hazard ratios. In the analysis of cross-sectional data using Poisson/negative binomial models if we have an exposure time, the…
3
votes
1 answer

Shanken (1992) correction for t-statistics

I have done a cross-sectional regression of time-series average returns on estimated Betas (over the same time horizon) to determine average premiums. So far so good. But I was told that the standard t-statistics can be biased, due to the fact that…
1
2 3
11 12