Section 12 Panel and Hierarchical Data

This section will provide an overview of considerations and basic modeling strategies for data that include repeated observations across units or over time. This may relate to panel data, time series cross-sectional data, and hierarchical data.

To motivate why we might use different models in these cases, please watch this video from Ben Lambert (like and/or subscribe to support him).

These are some supplemental resources

• Vignettes describing use of plm package here
• Oscar Torres-Reyna’s introduction to fixed/random effects
• Gelman and Hill, Data Analysis Using Regression and Multilevel/Hierarchical Models, Part 2A, Cambridge University Press.
• Jeffrey M. Wooldridge. 2010. Econometric Analysis of Cross-Sectional and Panel Data. MIT Press. Chapter 10.
• Related papers:
  • Nathaniel Beck. “TIME-SERIES–CROSS-SECTION DATA: What Have We Learned in the Past Few Years?” Annual Review of Political Science. 2001.
  • Donald P. Green, Soo Yeon Kim, and David H. Yoon. “Dirty Pool.” International Organization 55, 2, Spring 2001, 441-468.
  • Nathaniel Beck and Jonathan Katz. “Throwing Out the Baby with the Bath Water: A comment on Green, Kim, and Yoon.” International Organization 55, 2, Spring, 2001, pp. 487-495.