Panel data, the Glossary
In statistics and econometrics, panel data and longitudinal data are both multi-dimensional data involving measurements over time.[1]
Table of Contents
25 relations: Arellano–Bond estimator, British Household Panel Survey, Cheng Hsiao, China Family Panel Studies, Cross-sectional data, Data set, Econometrics, Endogeneity (econometrics), First-difference estimator, Fixed effects model, Generalized least squares, Household, Income and Labour Dynamics in Australia Survey, Journal of Econometrics, Labour Force Survey, Lag operator, LLMDB, Longitudinal study, National Longitudinal Surveys, Ordinary least squares, Panel Study of Income Dynamics, Random effects model, Socio-Economic Panel, Statistics, Survey of Income and Program Participation, Time series.
- Multivariate time series
- Statistical data types
Arellano–Bond estimator
In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data.
See Panel data and Arellano–Bond estimator
British Household Panel Survey
The British Household Panel Survey (BHPS), carried out at the Institute for Social and Economic Research of the University of Essex, is a survey for social and economic research.
See Panel data and British Household Panel Survey
Cheng Hsiao
Cheng Hsiao (born 28 July 1943) is a Chinese-American econometrician and statistician, a professor of economics at the University of Southern California.
See Panel data and Cheng Hsiao
China Family Panel Studies
China Family Panel Studies (CFPS, 中国家庭追踪调查) is a nationally representative, biennial longitudinal general social survey project designed to document changes in Chinese society, economy, population, education, and health.
See Panel data and China Family Panel Studies
Cross-sectional data
In statistics and econometrics, cross-sectional data is a type of data collected by observing many subjects (such as individuals, firms, countries, or regions) at a single point or period of time. Panel data and cross-sectional data are statistical data types.
See Panel data and Cross-sectional data
Data set
A data set (or dataset) is a collection of data.
Econometrics
Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships.
See Panel data and Econometrics
Endogeneity (econometrics)
In econometrics, endogeneity broadly refers to situations in which an explanatory variable is correlated with the error term.
See Panel data and Endogeneity (econometrics)
First-difference estimator
In statistics and econometrics, the first-difference (FD) estimator is an estimator used to address the problem of omitted variables with panel data.
See Panel data and First-difference estimator
Fixed effects model
In statistics, a fixed effects model is a statistical model in which the model parameters are fixed or non-random quantities.
See Panel data and Fixed effects model
Generalized least squares
In statistics, generalized least squares (GLS) is a method used to estimate the unknown parameters in a linear regression model.
See Panel data and Generalized least squares
Household, Income and Labour Dynamics in Australia Survey
The Household, Income and Labour Dynamics in Australia (HILDA) Survey is an Australian household-based panel study which began in 2001.
See Panel data and Household, Income and Labour Dynamics in Australia Survey
Journal of Econometrics
The Journal of Econometrics is a scholarly journal in econometrics.
See Panel data and Journal of Econometrics
Labour Force Survey
Labour Force Surveys are statistical surveys conducted in a number of countries designed to capture data about the labour market.
See Panel data and Labour Force Survey
Lag operator
In time series analysis, the lag operator (L) or backshift operator (B) operates on an element of a time series to produce the previous element.
See Panel data and Lag operator
LLMDB
The Lifelong Labour Market Database (LLMDB2) is a panel data set, owned by the Department for Work and Pensions in Britain.
Longitudinal study
A longitudinal study (or longitudinal survey, or panel study) is a research design that involves repeated observations of the same variables (e.g., people) over long periods of time (i.e., uses longitudinal data). Panel data and longitudinal study are statistical data types.
See Panel data and Longitudinal study
National Longitudinal Surveys
The National Longitudinal Surveys (NLS) are a set of surveys sponsored by the Bureau of Labor Statistics (BLS) of the U.S. Department of Labor.
See Panel data and National Longitudinal Surveys
Ordinary least squares
In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values of the variable being observed) in the input dataset and the output of the (linear) function of the independent variable.
See Panel data and Ordinary least squares
Panel Study of Income Dynamics
The Panel Study of Income Dynamics (PSID) is a longitudinal panel survey of American families, conducted by the Survey Research Center at the University of Michigan.
See Panel data and Panel Study of Income Dynamics
Random effects model
In statistics, a random effects model, also called a variance components model, is a statistical model where the model parameters are random variables.
See Panel data and Random effects model
Socio-Economic Panel
The German Socio-Economic Panel (SOEP, for Sozio-oekonomisches Panel) is a longitudinal panel dataset of the population in Germany.
See Panel data and Socio-Economic Panel
Statistics
Statistics (from German: Statistik, "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. Panel data and Statistics are Mathematical and quantitative methods (economics).
Survey of Income and Program Participation
The Survey of Income and Program Participation (SIPP) is a statistical survey conducted by the U.S. Census Bureau.
See Panel data and Survey of Income and Program Participation
Time series
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Panel data and time series are Mathematical and quantitative methods (economics) and statistical data types.
See Panel data and Time series
See also
Multivariate time series
- Bayesian vector autoregression
- Cross-spectrum
- Dynamic time warping
- Epps effect
- Granger causality
- Graphical time warping
- Growth curve (statistics)
- Multidimensional panel data
- Panel analysis
- Panel data
- Singular spectrum analysis
- Stationary subspace analysis
- Superposed epoch analysis
- Variance decomposition of forecast errors
- Vector autoregression
Statistical data types
- Aggregate data
- Binary data
- Bivariate data
- Categorical data
- Categorical variable
- Censoring (statistics)
- Compositional data
- Count data
- Cross-sectional data
- Directional statistics
- Distributional data analysis
- Functional data analysis
- Historiometry
- Inherent zero
- Inter-rater reliability
- Level of measurement
- Life table
- Longitudinal study
- Mark and recapture
- Mean-field particle methods
- Missing data
- Multidimensional panel data
- Nominal category
- Observational study
- Ordinal data
- Paired data
- Panel data
- Point process
- Quantitative psychological research
- Rankings
- Spatial analysis
- Statistical classification
- Statistical data type
- Statistical shape analysis
- Stochastic process
- Surrogate data
- Synthetic data
- Time series
- Truncation (statistics)
- Unit of observation
- Variable and attribute (research)
- Wide and narrow data
References
[1] https://en.wikipedia.org/wiki/Panel_data
Also known as Longitudinal data.