How to manipulate unbalanced panel data, Applied Econometrics with STATA

แชร์
ฝัง
  • เผยแพร่เมื่อ 15 ธ.ค. 2024

ความคิดเห็น • 65

  • @BrainlyIndonesia
    @BrainlyIndonesia 2 ปีที่แล้ว +1

    Keep it up!

  • @hasantalib6254
    @hasantalib6254 2 ปีที่แล้ว +2

    @Notafraid classroom : hi doctor may I know how to deal with an unbalanced panel if there are missing periods when I want to estimate the fixed effect or random effect, how to do transformation with the unbalanced panel, thank you for your helpful response in advance.

    • @Notafraidofficial
      @Notafraidofficial  2 ปีที่แล้ว +1

      Hi Hasan, thanks for the question, can you give me the context, the number of cross section and the time series of your data?

    • @hasantalib6254
      @hasantalib6254 2 ปีที่แล้ว

      ​@@Notafraidofficial, ohh I'm so happy Dr.​ @Notafraid classroom , when I saw your reply, what I want to ask is:-(typically, in the panel data model we have a balanced panel and an unbalanced panel model, in the balanced one when we want to estimate the fixed effect balanced model we do demean (or centring) the data, this is known how to do it for me, But the issue with me is how to deal with unbalanced fixed effect panel model when there is a missing value or (time period), how to make demeaning in this case, I'm using R language but it's ok just if you know how to do it with stata no problem.)may I get your E.mail to contact you directly, please? because I want to explain to you much more than here..

    • @roughtough240
      @roughtough240 2 ปีที่แล้ว

      Hi I appreciate your efforts here . Can you please help me how I can import unbalanced times series data of 11 firms 13 years data starting from different years. How can I import this data in Eviews? Please help me. Waiting for your kind words

  • @ADS090
    @ADS090 3 ปีที่แล้ว +1

    Hi, the website doesn't seem to be up any more. Where may I get the dataset?

  • @dwiannissa6120
    @dwiannissa6120 3 ปีที่แล้ว +2

    Hi Dimas thank you for the helpful video. but my datas are all complete, the gaps still happen on my data? bcs when i check with xtdes, samples are complete, and thats all. the gaps, which make me couldnot run my data on hausman test (it is stated that the variances are not equal). please help, thankyou :)))))))) hope you can reply this

  • @pianorandy1633
    @pianorandy1633 10 หลายเดือนก่อน +1

    Hi doctor, i have about 543 obs, and my data set is UNBALANCED. Then, i have to drop my obs to be balanced, unfortunately, it was not until my obs remained 252 that the data set becomes balanced. Are 252 obs sufficient enough for Random and Fixed Effect Reg? Or can i keep moving on with Unbalanced data set?
    Thank you. Have a good day.

    • @Notafraidofficial
      @Notafraidofficial  10 หลายเดือนก่อน +2

      Hi, I am sorry to hear that! Well, it depends totally on the purpose of the research. Some references mention that at least 50-100 entities are required to observe. If you have 252 obs, does it mean 252 entities? If yes, then it's ok for panel data. It's advisable to consider the specific requirements of your statistical methods and perform sensitivity analyses to assess the stability of your results with different sample sizes.

    • @pianorandy1633
      @pianorandy1633 10 หลายเดือนก่อน

      @@Notafraidofficial thank you sir, i have transformed missing value to mean value, and it's become balanced. The problem is solved.

  • @fatmasahraoui2640
    @fatmasahraoui2640 4 ปีที่แล้ว +2

    Please can someone answer me, I am working on a panel of 20 Banks over a period of 10 years, but also i have macroeconomic variables concerns the whole country, how to treat this type of equation plz

    • @mutjetjitrodimedjo
      @mutjetjitrodimedjo 4 ปีที่แล้ว +1

      Well, it depends on your hypothesis, you can add interpolation or treat this macro data as a dummy variable. It depends on the purpose of your research.

    • @fatmasahraoui2640
      @fatmasahraoui2640 4 ปีที่แล้ว +1

      @@mutjetjitrodimedjo I am planning to study the relationship between banking risk n its profitability, I found similar research to what I need to do, but I didn't know how they get their results, if you can provide help, and propose to me an article that would clarify the empirical road, ll be grateful, because I am a little bit lost,

    • @mutjetjitrodimedjo
      @mutjetjitrodimedjo 4 ปีที่แล้ว +1

      @@fatmasahraoui2640 technically, I can suggest to follow this conversation about the usage of interpolation. www.statalist.org/forums/forum/general-stata-discussion/general/1351873-help-with-interpolation

  • @annisarahmatia6228
    @annisarahmatia6228 4 ปีที่แล้ว +2

    Halo kak, saya mau tanya. Kan data saya itu triwulanan, nah setiap perusahaan berbeda awal mulai nya. misalkan perus 1, tw 1-tw4 2017 tapi perus 2 tw3 2017-tw2 2018. Itu bagaimana ya kak

  • @amruthags6814
    @amruthags6814 4 ปีที่แล้ว +2

    my panel data contains 27 states for the years 2005-15. is it possible to classify these states in some three or 4 groups??

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว

      Hi sorry for late reply, yep if you have a strong argument to support your hypothesis then I dont see any issue there

    • @amruthags6814
      @amruthags6814 4 ปีที่แล้ว

      @@Notafraidofficial Thank you.

  • @beatOmaniac
    @beatOmaniac 3 ปีที่แล้ว +1

    If I have in my panel data real zero values so they are not missing but just zero is that a problem?

  • @renyndaayuapsari8905
    @renyndaayuapsari8905 3 ปีที่แล้ว +1

    Kak saya mau bertanya kalau saya pakai data kabupaten/kota lengkap dari tahun 2015-2020 tapi tanpa data tahun 2016. Apa itu juga disebut unbalanced data panel?

  • @SalsaDilla-zy2uw
    @SalsaDilla-zy2uw 2 ปีที่แล้ว +1

    Hi Mas Dimas. Mau tanya, kalau saya pakai data seluruh bank di Indonesia dan jumlah bank (cross section) nya tidak sama antar periode karena adanya merger, tetapi untuk periode nya sama. Apakah memungkinkan? Terimakasih sebelumnya.

    • @Notafraidofficial
      @Notafraidofficial  ปีที่แล้ว

      Lebih baik di tulis 0 untuk yang hilang karena merger, sama sama salam kenal sebelumnya

  • @kouassibrou7528
    @kouassibrou7528 4 ปีที่แล้ว +1

    please how to resolve the Error "451" in setting unbalanced panel data variables?

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว

      Is there any other message than just 451?

    • @kouassibrou7528
      @kouassibrou7528 4 ปีที่แล้ว

      Yes ! I can't set unbalanced panel variables

  • @Mattterri
    @Mattterri 3 ปีที่แล้ว +1

    Kak dataku unbalanced panel. Pengaruh gk sih dengan penelitianku

    • @Notafraidofficial
      @Notafraidofficial  3 ปีที่แล้ว +1

      Berpengaruh pastinya! Meski demikian masih ada harapan dengan cara memanipulasinya, setelah itu baru cari karakter datanya, apakah normal pool ols, fixed, atau random

    • @Mattterri
      @Mattterri 3 ปีที่แล้ว

      @@Notafraidofficial saya tidak tau cara memanipulasinya. Tapi karakter dataku setelah saya melakukan uji model dapatnya Fixed efek kak

  • @larasatititanicazahra8247
    @larasatititanicazahra8247 4 ปีที่แล้ว +2

    Kak mau tanya, karna saya tau kakak org indonesia, saya pake bahasa indonesia yaa. misalkan dalam variabel x1-x2 datanya triwulan, x3 datanya tahunan. apakah bisa pake unbalanced data panel? terimakasih kak, semoga dijawab :))

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว +2

      Halo dek, iya silahkan pakai bahasa Indonesia. Kalau datanya seperti itu saran saya dipisah proses perhitungannya dek. Yang triwulan ya dihitung berdasarkan triwulan saja. Karena unbalanced ini hanya menghitung data dari tanggal yang hilang. Tapi jarak antar waktunya harus sama dari awal sampai akhir. Kalau tahun ya tahun semua dan kalau bulan harus bulan semua. Mudah2an menjawab ya.

    • @larasatititanicazahra8247
      @larasatititanicazahra8247 4 ปีที่แล้ว

      @@Notafraidofficial terimakasih kak sangat membantu

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว

      Sama sama

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว

      Sama sama

  • @irmamelati3914
    @irmamelati3914 ปีที่แล้ว +1

    Cara input datanya ke stata gimana kak?

  • @roughtough240
    @roughtough240 2 ปีที่แล้ว

    Hi I appreciate your efforts here . Can you please help me how I can import unbalanced times series data of 11 firms 13 years data starting from different years. How can I import this data in Eviews? Please help me. Waiting for your kind words

    • @Notafraidofficial
      @Notafraidofficial  2 ปีที่แล้ว

      Hi, thanks for your question, unfortunately I am not using Eviews, if you want I can show you how to do that in Matlab

  • @iftekharimran9667
    @iftekharimran9667 3 ปีที่แล้ว +1

    Please can you share how to manipulate balanced panel data in Stata?

  • @marutiretno
    @marutiretno 3 ปีที่แล้ว +3

    Hi Dimas, I'm a PhD student and dealing with data is my weakness. Can i send you my data to ask for a review as it seems unbalanced time series data?

    • @Notafraidofficial
      @Notafraidofficial  3 ปีที่แล้ว

      sure, send me to dimas.mukhlas@literacek.com

  • @adnanbakather4384
    @adnanbakather4384 3 ปีที่แล้ว

    Useful. Thank you for your sharing.

    • @Notafraidofficial
      @Notafraidofficial  3 ปีที่แล้ว +1

      Thank you for the appreciation! Happy to hear!

    • @bakther
      @bakther 3 ปีที่แล้ว

      ​@@Notafraidofficial It is really headache to handle data in proper way. I am wondering if there are a best practice of panel data pre-processing. Mostly, missing data reduce sections across years and leave us with few observations. Which practice is good for estimation, To leave values empty or to impute them. By the way, is it possible to pre-process panel data with Eviews or Gretle similarly to Stata.

    • @bakther
      @bakther 3 ปีที่แล้ว

      By, the way, is there any way to draw the panel structure or participation patterns of panel data in Eviews or other software than Stata.

  • @cerratoelia
    @cerratoelia 4 ปีที่แล้ว +1

    Hi Dimas, thank you for the video. I'm a PhD also, may I show you my panel data to get an opinion from a senior scholar ?
    Many thanks
    Elia

    • @Notafraidofficial
      @Notafraidofficial  4 ปีที่แล้ว

      Sure man! Send your question to tjitrodimedjo@gmail.com, I will try to take a look on my freetime

    • @cerratoelia
      @cerratoelia 4 ปีที่แล้ว

      @@Notafraidofficial Thank you !

  • @MathEinstein
    @MathEinstein 5 ปีที่แล้ว +2

    Cool

  • @jhon121882
    @jhon121882 4 ปีที่แล้ว +2

    Thank uuu

  • @restuhayati5269
    @restuhayati5269 10 หลายเดือนก่อน

    Request panel var bang,

    • @Notafraidofficial
      @Notafraidofficial  10 หลายเดือนก่อน

      Maksudnya panel var gimana ya?

    • @restuhayati5269
      @restuhayati5269 9 หลายเดือนก่อน

      @@Notafraidofficial panel data pake vector autoregression bg

  • @Notafraidofficial
    @Notafraidofficial  5 ปีที่แล้ว +2

    up

    • @AlagieBSowe
      @AlagieBSowe 5 ปีที่แล้ว +1

      Very useful. would love to have another video on unbalance data analysis

    • @Notafraidofficial
      @Notafraidofficial  5 ปีที่แล้ว

      Hi thanks for the comment and appreciation! Will be back on this topic once more in the near future

  • @dimasmukhlas3952
    @dimasmukhlas3952 5 ปีที่แล้ว +2

    ntap