qsh_sample

A simulated balanced panel dataset for demonstrating the quantile slope
homogeneity test (<code>xtqsh</code>).

datasets

Pre-testing and diagnostic tools for panel data analysis.
Researchers should run these tests before any panel regression to
verify modelling assumptions. The package implements: (1) the Hsiao
(2014, <ISBN:978-1-107-65763-2>) homogeneity F-tests (F1/F2/F3),
Swamy (1970) <doi:10.2307/1913012> parameter heterogeneity test, and
Pesaran (2004) <doi:10.2139/ssrn.572504> cross-sectional dependence
test via xtpretest(); (2) missing-data detection, mechanism testing,
and imputation for unbalanced panels via xtmispanel(); (3)
quantile-regression cross-sectional dependence tests (T_tau and
T-tilde_tau statistics) of Demetrescu, Hosseinkouchack and Rodrigues
(2023) <doi:10.1016/j.jeconom.2022.09.001> via xtcsdq(); and (4) the
panel quantile-regression slope homogeneity S-hat and D-hat
statistics of Galvao, Juhl, Montes-Rojas and Olmo (2017)
<doi:10.1080/07350015.2015.1054493> via xtqsh(). Together these
tests address three fundamental pre-testing questions: (i) are
slopes homogeneous? (ii) is there cross-sectional dependence? and
(iii) is the panel balanced and is missingness ignorable?

Muhammad Alkhalaf

paneltests

Panel Data Pre-Testing and Diagnostic Suite

Muhammad Abdullah Alkhalaf

qsh_sample function

A data frame with columns:<dl>
 <dt>id</dt>
<dd>Cross-sectional unit identifier.</dd> <dt>time</dt>
<dd>Time period identifier.</dd> <dt>y</dt>
<dd>Dependent variable.</dd> <dt>x1</dt>
<dd>First explanatory variable.</dd> <dt>x2</dt>
<dd>Second explanatory variable.</dd>
</dl>

Format

Sample Panel Dataset for Quantile Slope Homogeneity Testing — qsh_sample

A data frame with columns:<dl>
 <dt>id</dt>
<dd>Cross-sectional unit identifier.</dd>

 <dt>time</dt>
<dd>Time period identifier.</dd>

 <dt>y</dt>
<dd>Dependent variable.</dd>

 <dt>x1</dt>
<dd>First explanatory variable.</dd>

 <dt>x2</dt>
<dd>Second explanatory variable.</dd>


</dl>

qsh_sample: Sample Panel Dataset for Quantile Slope Homogeneity Testing

Description

Usage

Arguments

Format