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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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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16 views

Different interpretations of the identification mechanism for the same econometric model

Consider two identical econometric models used by two different papers but with different interpretation of the identification mechanism. The first paper by Ruhm 2003 (page 9) has the following ...
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Dealing with partially observed variable in the model

I am trying to examine the impact of state house prices on the outcome variable (say Y) measured at the individual level. My hypothesis is that the impact will differ depending on whether you are ...
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22 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
32 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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9 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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25 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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37 views

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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17 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
45 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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23 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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41 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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23 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
36 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
28 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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8 views

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
23 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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15 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
147 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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28 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
46 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
27 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) ...
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1answer
56 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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39 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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13 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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7 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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12 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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39 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 ...
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1answer
44 views

Non-normality in panel data

enter image description hereI am checking for normality after my fixed effects regression. According to the K-density graphs, the distribution looks normal but when I do the S-Wilk command, residuals ...
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2answers
74 views

ANCOVA intercepts - does R center data?

I have 2 fixed effects and 2 continuous predictors. Nothing interacts so I believe I want a model of the form: $$Y_{ij} = \mu + \tau_i + \beta_j + \gamma_1(X_{1ij}-\bar{X_1}) + ...
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3answers
60 views

Need to model Panel Data

I have been given a assignment in which I fit various panel data models on a given set of data, and explain the pros and cons of each model. My data has 3 dependent variables, 6 independent variables ...
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1answer
53 views

Variable with constant difference in time, Fixed effect estimator

Suppose I want to estimate such a model: $$ w_{i,t}= \gamma_0+x_{i,t}\gamma_1 +age_{i,t}\gamma_2 + \alpha_i+\lambda_t+\epsilon_{i,t} $$ This is of course a model with both individual and time fixed ...
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59 views

Memory problem with areg

(Not sure if this is on-topic here?) I'm trying to regress a model with group-time fixed effects, and many dummies. ...
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1answer
40 views

Outliers and Influential observations in fixed effects regression

I am running a fixed effects regression with a very unbalanced panel data. There are a lot of residuals. Like for half of my observations I get large residuals. So I do not want to simply remove them ...
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13 views

clogit in R: original variable or demeaned?

Conditional logistic regression is a fixed effects model. If you're modeling the dependent variable $y$, a glm fixed effect model doesn't actually model $y$. Instead, the glm fixed effect models ...
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35 views

Arellano cluster-robust standard errors with households fixed effects: what about the village level?

Consider the following regression line: $y_{i,t}=b_0+b_1X_{t,g}+a_{i}+e_{i,t}$ where $y_{i,t,g}$ is the consumption of household $i=1,..,N$, at time $t=1,...,T$, $X_{t,g}$ is a weather index ...
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20 views

How to tell in Panel Data how the independent variables affect the dependent for specific countries instead of the whole sample in total?

I am working on my Master Thesis on how some specific independent variables (like inflation) can affect a specific index which is the dependent variable. I am taking 25 annual values for 12 countries. ...
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40 views

Panel poisson regressions on rates and values far from 0

I am estimating the effect of some treatment on yearly district-level stillbirths and stillbirth rates and births and birthrates in a panel with district and year fixed effects. Stillbirths are ...
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26 views

Pooled OLS versus Fixed Effects [duplicate]

I have an unbalanced panel data and I run a pooled ols and my results are fine. But when I do the diagnostics, linktest and ovtest fails. I then do Hausman to compare between ols and fixed effect. I ...
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45 views

Pooled and Fixed Effects Results

I use a hausman test to determine whether pooled ols or fixed effects should be used and the results favor fixed effects estimation. But when I estimate fixed effects the results of my main variable ...
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1answer
68 views

Why do thse two methods yield the same estimate [with code]?

When, if ever, do OLS applied to the first differences yield the same estimates as the difference-in-differences method? I am running the following (in R): ...
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21 views

When is OLS and FD equal?

I am running an OLS and FD regression. The estimates (on the parameters that appear in both models) are exactly equal, how can this be? By FD I mean: OLS applied to the first difference of the ...
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1answer
138 views

Can you have a conditional logit without fixed effects or a simple logit with conditional probabilities?

We have a set of agents that must choose one and only one alternative out of a large number of them (max # of alternatives = 120). Agents take the decision several times, without replacement of the ...
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1answer
42 views

Computing the predicted value from a panel data model with the plm R package

I am estimating the following panel data twoways fixed effect model: y = alfa*y.lag + beta1*z + beta2*z^2 + theta*id + gamma*t (1) where ...
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1answer
56 views

12 firms and a total of 204 observations, can I use pooled OLS with firm-dummies or should I use fixed factor?

I am studying the effect of government ownership on firm performance, more specifically I am studying the effect of the government reducing their share in companies which are already partly ...
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44 views

PCA on fixed effects variables

I would like to run a panel logit model with fixed-effects on three indices, i.e. company, industry and time. The data set comprises around 1000 companies (index i) and 15 industries (j) over 6 years ...
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61 views

Test fixed effects for joint significance in R

Just as in this post I'm looking to test for the joint significance of the fixed effects in a model. Unlike the post I referred to, I'm looking to test each fixed effect individually. I have used a ...
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48 views

Logistic Regression with Household Fixed Effects, SPSS

I have cross-sectional data on households and individuals for several countries. I am interested in the marginal effect of a particular dichotomous individual variable $D_i$ (dummy denoting whether ...
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98 views

Durbin-Watson statistic below 2, fixed effects model, EViews

I am asking for your advice. I am working with unbalanced panel data set. Sample contains data about 11 largest Finnish insurance companies, time period 14 years. Dependent variable is profitability ...
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63 views

Cluster Robust Standard Errors vs GMM

I want to estimate a linear model on a panel data set using fixed effects and my dependent variable has positive serial correlation. I also have to address heteroskedasticity. I have read that two-way ...