Page 1 of 1

Annual Cross-Sectional Logit Regression

Posted: Fri Jul 09, 2010 3:59 am
by flick
Hi there!


I am trying to figure out how to conduct an annual cross-sectional logit regression.

I have data for 11 years with a sample size ranging from around 100 to over 1000.

As far as I know, the usual way of conducting a cross-sectional analysis is by creating a (balanced) panel workfile.
Unfortunately, the data they I have in the form of Excel spreadsheets is not suited for conducting the tests in this way.

Therefore, I thought about creating one undated workfile for every sample year with no. of observations = no of sample constituents and then estimating the equation using logit as the binary estimation method.

The excel spreadsheet that I would import would look like this:
dependent variable explaining variable 1 explanining variable 2 explaining variable 3
company 1 0 0.3 0.2 0.1
company 2 1 0.8 0.65 0.56
.
.
.


Having done this for the whole sample period (11x), I could then calculate the average estimations for each of the variables I am looking at.


Is this a feasible way to conduct such an analysis!



Thank you!


Regards,

MS

Re: Annual Cross-Sectional Logit Regression

Posted: Fri Jul 09, 2010 8:13 am
by EViews Gareth
If you're not doing panel analysis (and your post seems to indicate you're not), then there is no need to create a panel workfile. Creating a page for each year is perfectly fine, so I think you're doing the right thing.