# Questions tagged [regression]

In statistics, regression analysis is a statistical process for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables (or 'predictors').

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• 1,843
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### Question about using elasticities to compare difference rates but with different normalization

Lets say I am estimating a regression of a death rate per 100k people on an economic shock, so: $y = \beta_o + \beta_1 * X+ error$ where the dependent variable is the death rate, and x is the measure ...
• 125
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### Arellano and Bond (1991) GMM estimation in R by using plm package

I am a last-year student at university, currently working on my Bachelor's (so still learning R), and I really hope that you would suggest a potential solution (even if to use Python). So, the main ...
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### How to read this regression table?

The image is from Abhijit Banerjee's Legacy of Colonial Land Tenure Systems
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### In Panel Data models, could we apply the existing Unit Root Tests (i.e. IPS) to the residuals in order to test for Cointegration?

The Engle Granger approach suggests that we check the regression residuals stationarity with ADF test and if the residuals are stationary, even if not all other model variables are, we can say there ...
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### How is the standard error of the discontinuity calculated when using local regression in a discontinuous regression?

In a typical regression discontinuity design, the standard error of the discontinuity is $se(\beta_2)$ in the following model: $$Y = \beta_0 + \beta_1 X_1 + \beta_2 D + \beta_3 (D X_1) + U$$ However, ...
• 167
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### What (and how) to control for in adjusted wage-gap regressions?

Background: The unconditional wage gap between some group and the rest is often estimated using a regression of the form $$w_{it} = \alpha + g_{it}'\theta +\epsilon_{it}$$ where $w_{it}$ is log of ...
• 1,843
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### Is it okay to combine two control variables into one in order to get a more precise estimate of the coefficient on the main explanatory variable?

I am studying a natural experiment that resulted in some cities randomly receiving different numbers of competitors in a certain sector. (Stores applied for licenses in a government-run lottery.) In ...
• 333
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### Natural regression to study rate of convergence from MRW (1992)

In the paper of Mankiw, Romer and Weil (1992: 422-423) aka MRW there is a transfer from theoretical dynamical model to empirical regression approach as follows. The model suggest a natural regression ...
• 648
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### Clustering Standard Errors for Panel Data with multiple clusters

I have a Group-Firm-Year panel data set (i.e., multiple firms make up a group). Suppose I have exogenous variation at the group level over time. In a panel regression with firm and time fixed effects ...
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### Identification strategy

I am trying to find the relationship between one independent variable with two dependent ones. I was doing some reading, and I can use MANOVA to regress this. However, my original ID strategy was to ...
• 1,048
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### Event study by Kleven

I was reading the following paper by Henrik Kleven et al. https://www.henrikkleven.com/uploads/3/7/3/1/37310663/kleven-landais-sogaard_nber-w24219_jan2018.pdf The estimate the child penalty on wage ...
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### Compute the inverse of a conditional quantile regression output

Short Clarification : This question was asked at the Cross Validated SE (Question at CV) but one highlighted in the comments, that this might be more applicable to this SE due to its economic topic. ...
• 121
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### Negative elasticity of substitution in a CES production function

I have empirically estimated the elasticity of substitution parameter in the following model: $$Y_t=[(A_1L_tK_{t})^{\rho} +(A_2M_{t})^{\rho}]^\frac{1}{\rho}$$ here, $Y_t$ is output, $A_i$ is a ...
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### Measuring time discount in scheduled services: is there a literature in empirical economics?

Prices might be different, for the same service at some date, if you try to acquire the service two weeks in advance and again at a closer date (e.g. two days prior to the scheduled date), such as ...
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### Regression analysis with interaction and decomposed main effect

I'm trying to figure out if I need to include the main effect in a regression analysis with an interaction if I am already including a decomposed version of the main effect. For example, let: ...
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1 vote
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### Questions regarding ordered probit model

I am currently working on a hypothetical research proposal for a course at my university. I am using data from three Afrobarometer surveys conducted in 34 African countries in the years 2011-2013, ...
1 vote
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### Is this weighted least squares or just weighting the dependent variable

I am a little confused as to what the following line means. Do the authors mean they run a weighted least squares using the sample size as weights, or just weight the dependent variable using the ...
1 vote