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March 23, 2021 at 6:23 pm
#548
Keymaster
I would do it on the total sample.
Do you expect large differences between separate groups?
A good way to reach an empirically-based solution is to carefully look at the lagplot (and/or the heatmaps).
These graphical displays should give you a good insight into the decision on separate or group-level pre-processing.
Cheers, Fabian