Faculty Profile

Albert Satorra

Adjunct Professor - Department of Economics

Publications

Bou, Juan Carlos & Satorra, Albert (2018)

Univariate Versus Multivariate Modeling of Panel Data: Model Specification and Goodness-of-Fit Testing

Organizational Research Methods, 21(1), s. 150- 196. Doi: 10.1177/1094428117715509

Two approaches are commonly in use for analyzing panel data: the univariate, which arranges data in long format and estimates just one regression equation; and the multivariate, which arranges data in wide format, and simultaneously estimates a set of regression equations. Although technical articles relating the two approaches exist, they do not seem to have had an impact in organizational research. This article revisits the connection between the univariate and multivariate approaches, elucidating conditions under which they yield the same—or similar—results, and discusses their complementariness. The article is addressed to applied researchers. For those familiar only with the univariate approach, it contributes with conceptual simplicity on goodness-of-fit testing and a variety of tests for misspecification (Hausman test, heteroscedasticity, autocorrelation, etc.), and simplifies expanding the model to time-varying parameters, dynamics, measurement error, and so on. For all practitioners, the comparative and side-by-side analyses of the two approaches on two data sets—demonstration data and empirical data with missing values—contributes to broadening their perspective of panel data modeling and expanding their tools for analyses. Both univariate and multivariate analyses are performed in Stata and R.

Martinsen, Øyvind L.; Arnulf, Jan Ketil, Larsen, Kai Rune, Olsson, Ulf Henning & Satorra, Albert (2017)

Semantic influence on the measurement of leadership: A multi trait-multisource perspective.

[Academic lecture]. Academy of Management.

Academic Degrees
Year Academic Department Degree
1983 University of Barcelona Ph.D.
1976 University of Barcelona B.S.
Work Experience
Year Employer Job Title
1991 - Present Universitat Pompeu Fabra Professor
1990 - 1991 Universitat Pompeu Fabra Associate professor
1985 - 1990 University of Barcelona Associate professor