In biostatistics, fixed-effects may mean population-average effects. In econometrics, fixed-effects may represent the observed quantities in terms of explanatory variables that are treated as if the quantities were non-random.

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Panel data basic question on right (best?) approach

I have panel data that is structured like the example below only with more variables. I am using R and my goal is pretty straight forward - estimate the effect of the independent variables on my ...
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26 views

PLM: Keep dummy variable in Fixed Effects / Random Effects analysis [on hold]

I have a short panel dataset that I want to analyze. It contains panel data of multiple individuals. Each individual is assigned to 1 of 4 treatment groups and I am interested in the effect of these ...
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how do i gerenrate intercept term in fixed effect model using plm [closed]

Fixed effect with respect to time model fixed.time.mod1<- plm(D~PAT+DL+factor(T), data = Pdata, model="within",effect="twoways") summary(fixed.time.mod1) I got output plm(formula = D ~ PAT + DL ...
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1answer
34 views

Random effects vs. Fixed effects in Twin Studies

I am conducting a study on identical twins, such that the data can be considered as paired observations. I want to run a co-twin control analysis on the data to study the relationship between the ...
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15 views

Unbalanced Longitudinal data and BUGS

I'm completely new to JAGS/OpenBUGS so I would really appreciate a push in the right direction when it comes to specifying my model. I'm using an unbalanced longitudinal data that is compiled by 103 ...
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5 views

implication of intra-class correlation coefficient for panel data estimation

What does intra-class correlation coefficient imply for panel data estimation? If ICC is very high (0.9), is it ok to estimate the model using fixed effects (with clustered errors), or is there any ...
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9 views

Split random or fixed effects into categories

Consider a simple panel data model: $$y_{it} = \alpha_{i} + X_{it}\beta + e_{it} $$ where $\alpha_{i}$ could be either random or fixed effects. Say your data has a categorical variable $Z_{i}$ so ...
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13 views

fixed effect approach for multilevel data

I am doing a multilevel analysis with the first wave of ESS survey (2002). First, I ran a multilevel analysis (for both my two research focus). After that, I have to run a fixed effects model to check ...
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33 views

Fixed Effects in a model I ANOVA. Why should the parameters sum to zero?

Let our model be: $X_{ij}=\mu+\alpha_i+\epsilon_{ij}$, with $\epsilon_{ij}\sim^{iid}N(0,\sigma^2)$. The $\alpha_i$ is the fixed-effect, and $i \in \{1,...,m\}$, $j\in \{1,...,n_i\}$. If we have $m+1$ ...
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19 views

Cross-sectional independence tests returning p-value NA

I'm a Master student researching for his thesis. In a panel data analysis, I have a sample of 141 observations related to airports. First lines are: ...
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12 views

Variance-covariance matrix after cluster-robust SEs with clusterSEs package in R

Is it possible to extract the variance-covariance matrix after bootstrapping the standard errors (clusterSEs package)? I want to use cluster-robust standard errors since the number of clusters in my ...
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11 views

R2 low for difference-in-difference panel data with fixed effects

I performed a difference-in-difference with panel data and firm + time fixed effects. I have 2 questions regarding the very low (almost 0) $R^2$: When only ...
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27 views

How to read this table? Mixed effect models [closed]

Hello community! I have been lost trying to interpret this table! Could someone please help me out?
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19 views

Error structure: FE vs within-between RE

Model Setup My dataset is a country-year panel and I ran two estimations: A classical OLS model with country and year fixed effects $y_{it} = \beta x_{it} + \eta D_i + \mu D_t + u_{it}$ where $x_{...
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1answer
41 views

Can unit/time dummies be included with PCSE or XTGLS?

I am currently working with a balanced time-series cross-section dataset (or a T dominant panel), consisting in 8 units (countries) and 32 observations (quarters) per unit. Thus, the dataset has 8 x ...
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16 views

Conditional Fixed Effect logistic model with unbalanced multilevel panel data

I have troubles finding methodology to test a model in R. My question may be long and contain many details, but I will be glad if somebody can help me and give some hints how to tackle it. I have ...
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51 views

Average Marginal Effects from Chamberlain-Mundlak Device CRE Probit

I am trying to calculate the average marginal effects for the Chamberlain-Mundlak Correlated Random Effects probit model. The ultimate goal is to get something equivalent to the AME from the fixed ...
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24 views

FE and RE used simultaneousely

I am currently conducting a research aimed at finding an effect of corporate culture on stock returns (to measure the culture I performed text analysis to account for the frequency of specified bags ...
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38 views

What is the dummy variable trap? [closed]

I am currently trying to run a fixed regression. The dependent variable is the online rating for a book and one of my control variables is a dummy which describes whether the book is an eBook or a ...
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33 views

How to estimate a fixed effects regression WITH robust standard errors AND instrument variables

I have been trying to estimated the stated problem, but I only succeed in parts of it. The following artificial setup is supposed to illustrate my problem in detail: Setup the data: ...
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1answer
13 views

Fixed effects with duplicate observations

I'm trying to estimate a Poisson regression model. My dataset spans 78 neighborhoods in some city, across 11 years, and has been drawn from multiple sources: the dependent variable (a crime count for ...
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61 views

Hausman Test interpretation is based on the p-value? - R output

I obtained the following output after running the Hausman test: 1) CASE 1 Hausman Test chisq = 13.943, df = 4, p-value = 0.007478 alternative hypothesis: one model is inconsistent 2) CASE 2 Hausman ...
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12 views

Trend break in panel data

I have a panel of countries (N= 30) over four decades (T= 40). I would like to test the impact of a policy by analyzing whether it led to a change in the trend in the outcome variable. Note: The ...
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27 views

How to predict individual coefficients and residuals with unbalanced panel data

I have a panel data with income for individuals over years, and I am interested in the income trends of individuals, and unexpected changes in income (i.e individual coefficients for income over years,...
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1answer
64 views

Difference-in-difference-in-differences panel data

Basically, I want to know which interaction term(s) is needed when building a DDD model for panel data? In a DD model I would only include a binary program indicator (like after*treatment) when ...
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1answer
48 views

Is least square dummy variable model better than random effects model?

I have a panel dataset with one dependent and twelve independent variables. There are 50 individuals with data for 100 days. Theoretically, most of them should be significant. First, I checked for ...
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1answer
62 views

Testing for random effects: Breusch-Pagan Lagrange multiplier (LM)

So I have a panel data with two time periods. My dependent variable is an index that lies in the range of 0 to 1. I did a Breusch- Pagan test (in stata) to see whether I should use random effect or ...
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7 views

Fixed effects and within-variation

I have read that fixed effects leave over the within-group variation. What exactly does this mean? Isn't within-variation controlled when the fixed effects are estimated with within-estimator or, ...
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1answer
33 views

Why is the coefficient in this Washington Post fixed effects regression output considered significant?

I'm trying to understand the multiple regression fixed effects model the Washington Post used for a story. See the outputs here: What is confusing me is the first predictor: ...
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21 views

Comparing a regression model with a single unit to the original model with all units

Background information: I have a regression model consisting of 230 companies (entity) for 20 years The model has 9 X-variables, and the P-value < 1% for the whole model The Y-...
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19 views

Fixed effects regression panel data issue

My thesis subject is to identify the core drivers of innovation in regional China. The dataset covers 15 regions over the period 1997-2009. Variables are: DV's amount of patents (three types); IP, ...
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18 views

Hausman Test- FE v. RE

I am estimating the parameters of my coefficients with logistic regression and I have unobserved heterogeneity. It is also a rare event. One of my primary independent variables is significant ...
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2answers
252 views

Industry and Year Fixed Effects

I hope someone can help me as I am stuck with this problem for quite some time. I have panel of S&P500 companies from 2010 - 2014 and I want to run a regression including industry and year fixed ...
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1answer
27 views

Using a Fixed-Effects ANOVA to help decide whether to conduct a multilevel analysis

Heck et al (2013) write that Generally, the first step in a multilevel analysis is partitioning the variance (referred to as $\sigma^2$) in an outcome variable into its within- and between-...
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1answer
30 views

Past values of Y correlated with future values of X1 in fixed effects model: use instrumental variable?

I am using panel data, running a fixed effects regression using xtreg Y X1 X2 X3, fe. I suspect, however, that past values of Y ...
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34 views

Using several cross-sectional regressions (for different years) vs. a single fixed-effects panel model

I have what I think is a relatively simple question about the merits of performing a single panel regression with fixed effects as opposed to individual yearly cross-sectional regressions with the ...
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10 views

How do I perform cross-sectional regressions on groups of data, and how do I critically evaluate the output?

I am currently conducting a cross-sectional analysis on what effect changes in Economic Policy Uncertainty have on the changes in CDS spreads. My dataset consists of approx 260 firms over a 80-month ...
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1answer
41 views

Interpreting results of a Linear Mixed effect Model

I am trying to implement a Linear Mixed-Effects Model in Matlab. I have many repeated measures of some features in a longitudinal data set of 51 people. I considered a random intercept that varies by ...
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1answer
46 views

Fixed effects and time-invariant variables

I understand that fixed effects removes time-invariant variables, e.g. gender dummy, race dummies, etc. What will fixed effects do to variables that do not vary much over time? For example: Wage = ...
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1answer
103 views

sjPlot: probabilities. How to interpret?

I am running the following model in R: model = lmer(Tau ~ ageS*days+YrsOfEds*days+sex*days+tract*days + (1|SubjectID), data=long) With this model I am ...
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5 views

One-way Fixed model

Duppose we have 12 treatments, and to start the experiment we choose these treatments, randomly. However, after selecting one treatment, all the samples are gathered and we shift to the next treatment ...
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1answer
23 views

Joint fixed effects versus individual fixed effects

What is the benefit of including two fixed effects (say one for state and one for year), versus including a state fixed effect, a year fixed effect, and a joint state-year fixed effect? Isn't the ...
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24 views

Including time dummies in fixed effects analysis changes the sign of an independent variable

I am conducting an analysis looking at the effects of corruption on FDI inflows (19 countries between 2000-2010). In my first model I ran a fixed effects regression and in my second model I added a ...
2
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1answer
47 views

Panel data model with two-way fixed effects and individual-specific slopes

I have the following panel-data model: $$ y_{it} = \alpha_i + \lambda_t + \beta_i X_{it} + \varepsilon_{it}. $$ It contains individual-specific intercept $\alpha_i$, time-specific intercept $\...
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21 views

Regression model with company fixed effect in SPSS

I am an economic student researching which factors of culture influence the participation of an employee in the planning proces. As my studies didn't offer any sofisticated statistics courses, I'm ...
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24 views

Nested fixed effects?

I have a question about an analysis that I thought would be really simple, but turned out to be a bit more complicated (or maybe I am just overcomplicating it/ my stats skills are insufficient, that's ...
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1answer
72 views

Panel data with country fixed effects

I am wondering about the estimation of a fixed effects model. It is just given in the paper that estimation is done via OLS with robust standard errors. Which method is meant by such explanation? Did ...
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27 views

Placement of lags & dummies

I am doing a regression of GDP per capita (dependent) on FDI (independent variable) - with 8 control variables and two interaction terms - to identify the effect of foreign direct investment on ...
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37 views

Principle application in First Differences & Fixed Effects

I'm slightly confused about specific use of these two estimators. I have gone through the mathematical make up of each, and how they both can remove unobserved endogeneity. I'm currently running ...
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7 views

Setting limits for intercepts in panel data models (R)

I am trying to incorporate Bass Diffusion formula into panel models. Naturally, I do not know the coefficients of imitation and innovation (p and q values),thus I use this formula: (p + q Y)(m - Y)(...