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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fixed vs random regression in panel data

Anyone could explain me the differnce between fixed and random effects concerning panel data regressions? With examples? I have actually used panel data regressions for some of my predictive models ...
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19 views

Advantages/disadvantages of using multiple periods in a panel dataset

I am using panel data with individual-level fixed effects (i.e. I have one observation per person per period, multiple periods, and am including a fixed effect on the individual to control for ...
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9 views

Fixed effect regression with time-invarient binary interaction

I am looking to run a interaction test using individual fixed effects to see whether the effects are stronger for female vs male individuals. Given that the specific moderator however does not vary ...
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30 views

Insufficient number of observations in cross-sectional dependence tests in Stata

I am analyzing the impact of 3rd and 4th division soccer teams (1), their stadiums (2), and their affiliation to 1st & 2nd division teams VS. independence (3) on per capita GDP on county-level ...
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1answer
51 views

How will the coefficient of independent variable change when fixed effects assumption is used?

I think coefficient of all independent variables should change in same direction, if a fixed effect assumption is used, the following are my results. They change in different direction, what's the ...
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19 views

to keep or not to keep… block effect when not significant?

The question is in the title. I could not find an answer to this common question after searching on google nor on the StackExchange website, excepted this but the provided answer is not definite ...
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1answer
29 views

Nested fixed effects in a GLMM, hypothesis testing

I am attempting a GLMM with nested fixed effects. Most examples of nesting that I see deal with random effects, but my experimental design is hierarchical by nature and I am interested in making ...
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1answer
22 views

Output too similar from FE and REML model meta-analysis on metafor for R

I'm trying to use the metafor package in R to run fixed and random effects model meta-analyses on data with a single continuous ...
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1answer
17 views

Panel Data with T >N

I have a large panel of 35 counties with about a 1000 observations each. Is there any method that lets me estimate a fixed effects model on such a data set?
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13 views

unobserved factors that change across time AND individual

I investigate the effect of advertising bans on tobacco consumption, thus my dependent variable is tobacco consumption (logcons) and my explanatory variables are advertising ban dummies (weak, limited ...
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33 views
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31 views

Don't understand how conditional fixed effects logistic or Poisson regression can be consistent

I accept that conditional fixed effects logistic or Poisson models can produce consistent estimates of beta, but I am wondering if someone can explain why my intuition is wrong. Here's what I don't ...
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14 views

Fixed effects model: model becomes significant, but individual fixed effects aren't

I am running a fixed effects regression model. The model and the variables of concern are significant. However, the individual country fixed effects are almost all insignificant. Is this a problem? ...
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What if first differencing and individual dummy variables produce different estimates?

I am replicating a paper where the authors use first-differencing to eliminate individual fixed effects. In my replication I estimated the model (using the exact same data) using individual dummy ...
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26 views

Problem with Hausman test

Hello and thank you for your time. I am running a Hausman test to choose between FE and RE. The coefficients on random effect and fixed effects are very different. However, I fail to reject the null ...
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39 views

fixed effects question

I am analyzing survey respondent data. Respondents are nested within regions and are surveyed 4 times. Over the 4 time periods, different regions undergo a policy change (go from 0 to 1) randomly (or ...
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82 views

Fixed Effects vs Lagged DV vs. First Differences Regression

What are the differences between using unit fixed effects, unit fixed effects and time fixed effects, lagged DV, or first differences to analyze a time series with 4-5 time periods and 35-50 units per ...
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14 views

Panel data: Effect of change in IV

I want to find out if there is effect of marital transition (from married to widowed) on self assessed health with 3 wave panel data (unbalanced panel). My question is: What is the correct way to find ...
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1answer
53 views

How to extract Type III Fixed effects under the glmer procedure?

I need to extract the Type III fixed effects for reporting in a manuscript but cannot figure out how to extract this information. Specifically, I.m requesting a hypothesis tests for the significance ...
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1answer
39 views

Panel Data, Fixed Effects regression

I have a question about the fixed effects model. I have 25 manufacturing sectors for a 12 year period (balanced panel data set) and I try to find out the effect of each sector's investment ...
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16 views

Within-sibling-pair survival model

I'm modeling a time-to-event outcome (death) in a setting where the key independent variable (education) is measured for each member of a sibling pair. If I were simply interested in determining ...
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2answers
64 views

Fixed effects or random effects model

I am currently writing my Master's thesis in which I aim at two things: 1) I try to find out if there are efficiency differences between public, private and non-profit hospitals 2) If efficiency ...
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38 views

Firm and time fixed effect combined with industry-time trends

I have an unbalanced panel data of firms from 2003 to 2013. I want to run a model in which Y is a function of: (percentage female senior managers in 2002* year dummy) + time FE + firm FE + ...
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15 views

Comparing dependent pearson's r coefficients - second level

I would like to test whether activation in condition A is more similar to activation in condition B or C. Activation is measured by sampling every two seconds throughout the experiment, and all three ...
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24 views

Partially Endogenous Variables in a Panel Dataset

In the framework of a fixed effects model: Y$_{it}$ = X$_{it}$ + Z $_{it}$ + $\alpha$$_{i}$ + $\theta$$_{t}$ + $\epsilon$$_{it}$ what is the standard way to capture the unbiased effect of Z, in the ...
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1answer
78 views

Industry (and year) fixed effects with non-panel data?

For my thesis i'm trying to estimate the effect of several variables on the recommendation level of analysts artound Mergers and Acquisitions. My dependend variable is 'recommendation' which can be ...
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23 views

Interaction time-varying and time-invariant variables in fixed effects model

I work on the effects of tariffs on wages of individuals using longitudinal data on individuals matched with sector-level data on tariffs for the sector in which individuals declare to work. My ...
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33 views

Difference-in-differences with standardized time

I have different treatments, on different groups, that occur at different times (e.g., 2000 on treat 1, 2009 on treat 2, etc.). I want to fit a DiD model, and I want to standardize the treatment years ...
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Question about fixed-effects/time-effects model in R/plm

I have a few questions about using the plm package's models to get fixed effects and time effects. Here's a basic sketch of the code: ...
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31 views

Hausman test include or exclude time invariant variables? Favoring a random or a fixed effect model?

I analyse purchase decisions on different products j over a duration of t days. I would like to include random or fixed effects. When I run a Hausman test and include only the time variant variables, ...
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1answer
67 views

How to choose between fixed effects and random effect meta-analysis

In meta-analysis packages, both fixed effects and random effects models are available. How do one choose between these 2 models? Since one is assessing different studies, should one not choose random ...
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29 views

Ranking the performance of countries (entities) from a panel-based fixed effects regression

I am performing a fixed effects regression analysis on countries, $i$, over a time period $t$ with regressor $X$ and outcome $y$ so that the equation is $y = \beta_0 + \beta_1 X_{it} + \epsilon_{it}$ ...
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61 views

difference in differences county level fixed effects

I'm running a difference-in-differences estimation where a policy was instituted across states at a county level (so there's variation within states). I am including county level fixed effects in my ...
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24 views

What is the reverse of the between estimator called?

Between estimator is defined as running a regression of the form: $Y_i = C + B_0X_i + e_i$ On panel data, where Y is the cross sectional mean of Y, X is the cross sectional mean of X. As a result of ...
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1answer
50 views

Plotting 2 fixed factors and continuous covariates

I measured the reflected radiation: the independent variables are the incoming radiation (continuous), the treatment (Control-Encroached; fixed) and the height (1-3; fixed). I want to plot these in ...
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1answer
45 views

Continuous time-fixed effect in panel regression?

I am doing regressions on panel data which basically have the following structure: $$Y_{it} = X'_{it}\beta + P_{t} + e_{it}$$ $P_{t}$ indicates a counter for the period, so it takes the value 1 in ...
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Can / should I use country fixed effects AND cluster at country level at the same time?

I have a survey data set from more than 200k subjects, from 37 countries. Trying to estimate the relationship between various socio-economic factors in the probability of certain experiences. The ...
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1answer
27 views

Are results from fixed effects models generalizable?

Here's a statement I read from the method section in a paper: "One disadvantage of the fixed-effects approach is that the results obtained are conditional on the data used to estimate them; that is, ...
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20 views

Comparing fixed effects regression and robust regression

I have panel data on countries' renewable energy net generation (and installed capacity) over time. I am regressing these dependent variables on various socioeconomic variables, as well as binary ...
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1answer
391 views

How do I interpret a “difference-in-differences” model with continuous treatment?

How do I interpret the ATE coefficient (i.e., the post-treatment indicator interacted with the continuous variable)? Does it make sense? Should I break it down into subgroups and just run a fixed ...
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60 views

Interpreting parameters for F-Test for Fixed Effects (Panel Data)

Source: Park, Hun Myoung. 2011. Practical Guides To Panel Data Modeling: A Step-by-step Analysis Using Stata. Tutorial Working Paper. Graduate School of International Relations, International ...
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1answer
62 views

Fixed/Random effects model

I am trying to understand/visualize it in my head how fixed/random effects models work. Can someone explain how can I infer something about the population from which I drew the sample with random ...
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1answer
43 views

Fixed effect model with household level and state level data

I have the annual cross-sectional household data with the following variables that I am interested in: a) Body Mass Index (BMI) for each head of household b) State of residence for household c) ...
2
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1answer
78 views

Interaction between time-variant and time-invariant variable in FE model

I want to estimate the effect of several variables $x_{1,it}$, $x_{2,it}$, $\dots$ on $y_{it}$. All of these variables vary across countries $i$ and time $t$. I use OLS to estimate a model with ...
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50 views

Multiple interactions are hard… Difficult difference-in-difference design UPDATE

I am trying to estimate a difference-in-differences model with some complicated interactions. I have panel data on the supply of some production input to firms from two groups. The supply of this ...
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15 views

Hausman for comparing ols versus fixed effects

Can we use a hausman test to compare between fixed effects and pooled ols? If yes, can you link me to a proper source which suggets this?
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8 views

Implications of LInktest

I have a panel dataset and I am doing a pooled ols on it. When I doo linktest, my model is misspecified. Could it possibly mean the misepcification is because the data has region or time effects and a ...
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16 views

What method to use for panel data: Impact of x on stock price volatility?

I have a Panel Data set for 60 companies, 10 years i.e. 600 observations. What I want to do is investigate whether the publication of a specific number (let's assume earnings per share, EPS) has an ...
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62 views

Glmer random effects model vs. dummy-coded fixed effects

I'm trying to analyze the data from an experiment I conducted, and could use some guidance in relation to fixed vs. random effects. The experiment was related to risk-seeking behavior in the context ...