Re: [Gretl-users] Panel Data, repeated observation for one variable.
On Fri, 13 Apr 2012, Beatrice Benavidez wrote:
The context of my current problem – I am analysing several
campaigns over several months so this is panel data to find
the impact of different days of the week on advertising
conversion (users seeing an ad on the internet then clicking
on that ad to then make a purchase from the website). I
would like to analyse the panel using time fixed-effects
models to see how the impact of Monday’s advertising differs
to that of Tuesday’s.
My problem is that – I have several Monday, …, Sunday
observations for each campaign as the advertising campaigns
run over several months as shown below [...]
You can take the following sample script as a basis:
<hansl>
nulldata 60
# fake a panel with 30 obs on two units
setobs 30 1:1 --stacked-time
genr time # if there's not already a 1-based time var
series weekday = 1 + (time-1) % 7
series monday_dum = (weekday == 1)
print --byobs
</hansl>
Allin Cottrell