On Sun, 2 Jul 2000 [EMAIL PROTECTED] wrote:
> Help!
> I'm a Norwegian student who can't figure out how
> to work SPSS 9.0 properly for running a multiple
> regression on panel data (longitudinal data or
> cross-sectional time-series data). My data set
> consist of financial data from about 300 Norw.
> municipalities. For each municipality I have
> observations for 7 fiscal years. My problem is
> that I don't know how to "tell" SPSS that the
> cases are grouped 7 by 7, i.e that they are panel
> data.
> Can somebody please help me!
>
> Ketil Pedersen
>
Hi Ketil,
I'm not familiar with time series terminology, but if I followed
you, you have a data file that looks something like this:
MUNICIP YEAR Y
1 1
1 2
1 3
etc
1 7
2 1
2 2
2 3
etc
2 7
3 1
3 1
etc
3 7
etc
I think you may have one or more "between-groups" variables too, but
wasn't sure about this. Anyway, if this is more or less accurate, then I
think you would find it easier to use UNIANOVA rather than REGRESSION. In
the pulldown menus, you find it under GLM-->Univariate, I think. Here's
an example of some syntax for the data shown above with SIZE included as a
between-municipalities variable:
UNIANOVA
y BY municip year size
/RANDOM = municip
/METHOD = SSTYPE(3)
/INTERCEPT = INCLUDE
/EMMEANS = TABLES(year)
/EMMEANS = TABLES(size)
/EMMEANS = TABLES(year*size)
/CRITERIA = ALPHA(.05)
/print = etasq
/plot = resid
/DESIGN = size municip(size)
year year*size .
Note that municip is a random factor here (i.e., it is treated the same
way Subjects are usually treated). And the notation "municip(size)"
indicates that municip is nested in the size groups. The output from this
syntax will give you an F-test for size with municip(size) as the error
term; and for the year and year*size F-tests, the error term (called
"residual") will be Year*municip(size), because that's all that is left
over.
You can get the same F-tests using REGRESSION, but not as easily. For
one thing, you have to compute your own dummy variables for MUNICIP and
YEAR; and if you have a mixed design (between- and within-municipalities
variables), you pretty much have to do two separate analyses, as far as I
can tell.
Hope this helps.
--
Bruce Weaver
[EMAIL PROTECTED]
http://www.angelfire.com/wv/bwhomedir/
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