I will do econometric regression and panel data analysis
Finance and Data Analytics Professional, Expert in LSEG Workspace
Level 2
Has met high performance criteria and has a proven track record for meeting client expectations.
Highly Responsive
Known for exceptionally quick replies
About this Gig
I will perform professional econometric regression and panel data analysis using R, Python, Stata, EViews, or Excel.
I can help with OLS regression, multiple regression, panel data models, fixed effects, random effects, robust standard errors, interaction terms, descriptive statistics, correlation matrix, hypothesis testing, sensitivity analysis, robustness checks, and clear result interpretation.
I can work with financial data, ESG data, company-level data, time-series data, business data, survey data, and research datasets.
What I can provide:
- Data cleaning and preparation
- Descriptive statistics
- Correlation matrix
- Regression analysis
- Panel data analysis
- Fixed effects or random effects models
- Robustness checks
- Report-ready tables
- Charts and visualizations
- R, Python, Stata, EViews, or Excel output
- Clear explanation of results
Please message me before placing an order so I can review your dataset, variables, required method, and deadline.
Note: I provide data analysis, coding, statistical support, and result interpretation only. Final use should follow your institutions or organizations guidelines.
My Portfolio
FAQ
Can you do robustness checks?
Yes, I can perform robustness checks, sensitivity analysis, alternative model specifications, and placebo-style checks where applicable.
Which tools do you use?
I can use R, Python, Stata, EViews, Excel, Google Colab, and RStudio depending on your project requirements.
Can you explain the results?
Yes, I can explain coefficients, p-values, significance levels, model results, and hypothesis outcomes in simple and clear language.
Should I message before ordering?
Yes, please message me first so I can review your dataset, variables, required method, and deadline.

