Hi my peers,
I have a study with panel data from 2009 to 2018, for 104 companies (1040) observations. My study is causal relationship . I need to highlight the temporal effect on the regression results... How can I do that?
I tried two methods but each produced different result to some extent.
The first was through creating year dummies through command.... tab year, gen (yr_) ,this produce ten dummy years.
The second method was through i.year which produced only 9 years, leaving the beginning year i.e 2009. However, the regression result to great extent unchanged but significant years become less in i.year inclusion.
So, please
I dont know what correctly to follow of these or if there is another way that show the temporal effects on the study findings.
Thank you in advance for your help
What kind of temporal effects. ? Can they be modeled as a time series for example AR(1) models are fairly abundant in data analysis.. D. Booth
my data is panel not time series nor cross sectional....I have 104 companies over the period (2009-2010)
1040 observations
see the attached file please and tell me your decision please David E. Booth
a lot of thanks for your fruitful help
See this like may be helpfully,
https://statisticsbyjim.com/regression/interaction-effects/
Thank you Rabia for your addition. I dont need to test the interaction effect on the regression results, however, I need to test whether the time proxied by years has effect or not on the dependent variable. I read the topic you have put but not this the one that help resolve my issue ...
- Badges
- Science topic
- Similar topics
- Mathematics
- Statistics
- Regression