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Hi there ! I would like to perform a cross section regression analysis in looking the CAR(cumulative abnormal return) for the acquirer return for merger and acquisitions. I noticed that SPSS provide multiple regression how can it change back to cross-section regression analysis ?
What is the structure of your data? The ordinary regression procedure will use all the cases whether they are cross sectional or not.
If you have two-dimensional data - time and acquirer, then look at Mixed Models.