Interface | Description |
---|---|
PanelData.Transformation |
Transforms the data, e.g., taking log.
|
PanelRegression |
Panel (data) analysis is a statistical method, widely used in social science,
epidemiology, and econometrics, which deals with two-dimensional (cross
sectional/times series) panel data.
|
Class | Description |
---|---|
FixedEffectsModel |
Fits the panel data to this linear model:
\[
y_{it} = \alpha_{i}+X_{it}\mathbf{\beta}+u_{it}
\]
where \(y_{it}\) is the dependent variable observed for individual \(i\) at
time \(t\), \(X_{it}\) is the time-variant \(1\times K\) regressor matrix,
\(\alpha_{i}\) is the unobservable time-invariant individual effect and
\(u_{it}\) is the error term.
|
PanelData<S> |
A panel data refers to multi-dimensional data frequently involving
measurements over time.
|
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