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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Simultaneous Equation Model with Fixed Effects [on hold]

Can someone please clarify the appropriate method for running a 3 equation simultaneous equation model with fixed effects estimation? In my model, each of the dependent variables depend on the other ...
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13 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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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
14 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
30 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
41 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
17 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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7 views

What tests can I use to make post estimation of fixed-effects model? [closed]

What tests can I use to make post estimation of fixed-effects model?
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33 views

Basic questions about a econometric analysis of paneldata [closed]

For a research project in economics, I want to study the several determinants that affect the decision to enter the private rental housing market in the United States. There is a special focus on ...
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8 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 ...
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1answer
34 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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13 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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15 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
47 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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23 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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36 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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5 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 - ...
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33 views

Fixed Effect, Random Effect vs. Mixed effect and distribution assumption

From my econometrics class, we have learned that the difference between fixed effect and random effect is the assumption on the unobserved heterogeneity of the group. If one were to use random effect, ...
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1answer
30 views

How can I find out if effects vary by race if I am including family-level fixed effects?

I don't have a working example, because this question is more conceptual. Let's say I'm running a linear regression using the plm package in R on the relationship ...
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Testing for differences between regression coefficients between fixed effects models

I need to test for differences between regression coefficients between two two-way fixed effects models. I'm using balanced panel data for 6,400 firms over six years. To determine if the size of the ...
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29 views

Panel Data Estimation-Fixed vs First Difference Estimation

I am running a panel data regression on a set of 50 countries for a period of 25 years. I find some of my X (Independent) variable are stationary at first difference while one of the independent ...
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1answer
20 views

Hausman test for models with different regressors

I want to know if I can run a Hausman test for Random Effects and First-Difference models with different regressors? For Example: MODre = X + Y + Z MODfd = X + Y + C Where X, Y, Z, C are some ...
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26 views

Fixed effects IV: exogenous covariates changing

Currently, I have 2 endogenous binary variables of interest (call these the VOIs) and 3 instrumental variables(all of which are also dummy variables), allowing me to use the overidentification test to ...
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1answer
19 views

lme with interaction: how to decide which treatment is more efficaceous? how to deal with p value column of the lme summary?

I am using an lme to check the effect of 3 types of treatment (A,B, C) on my variable, over time. I do not expect any effect of treatment A, which is a fake treatment. I have measurement over 5 ...
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19 views

Change a random effects model into a fixed effects model in *BUGS

I want to manipulate this RE model into a FE model for sensitivity analysis. The model is described here: Baseline natural history model ...
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18 views

Difference between fixed and individual effects

I have recently started studying about panel data and I am confused about the term "Individual effects". Is it correct to think of fixed and random effects as subsets of Individual effects?
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27 views

Pooled OLS vs Random Effects difference in coefficients

My lecture slides say that a reason for why coefficients for some of the Pooled OLS model and Random Effects are different in a specific example could be because unobserved time-invariant factors are ...
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1answer
25 views

Within transformation in fixed effect regression model

I am dealing with panel data model and in particular with the case of fixed effect (or Least Squares Dummy Variables, LSDV) model. I have studied that $b_{LSDV}$ can be computed by appling OLS method ...
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49 views

Stata: plotting the random+fixed effects of slopes after multilevel models are fit with `xtmixed`

I am fitting a linear multilevel model of the following form: Y = b0 * X0 + b1 * X1 + b2 * X2 + b3 * X3 + u b0 = e0 b3 = e3 The units in the first level are ...
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50 views

Cluster and time fixed effects in difference-in-difference models, using R

Just writing with a question about fixed effects when you have panel data with More than two time periods Clusters, as in individual students within schools An intervention given to some of the ...
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33 views

Pooled OLS vs FIxed Effects

I am running a regression using 9 countries and number of other variables in eviews. My data is pooled, I need to use the Hausman test to prove that the Fixed effect model is the correct one to use. ...
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13 views

panel data, creating and working with subgroups in stata

I have two groups of currencies: 1. the group of currencies: developed countries, 2. the group of currencies: emerging countries ( not necessarily the same number of countries in the groups). The data ...
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12 views

Feasibility of Interaction Term X_it*Z_t in unbalanced panel with time dummies

I have a data set on autombiles that has a time dimension, cross-sectional dimension with different levels, and multiple observations per cross-sectional unit. The dataset is quasi a panel that is ...
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1answer
76 views

Difference-in-difference vs fixed effect models

I know that fixed effects model can be seen as a generalization of a difference-in-difference model, when periods and groups are more than two. My question is which are the pros and cons of using a ...
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18 views

Correlation between predictors and individual effects in FE model

I am confused about what notation corr(u_i, Xb) = -0.7533 in stata means. In books I have read that it means correlation between individual effects and regresseors. But how could it be single value, ...
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11 views

Fixed Effects Estimation

Consider the following regression model:$$y_{it}=x_{it}'\beta+\alpha_{i}+\epsilon_{it}$$ Here, $\alpha_{i}$ is an individual specific intercept (fixed effect). Now, by estimating the model by fixed ...
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1answer
52 views

Diff-in-Diff with aggregated data

I am trying to find causal effects of a policy change in one county in Spain on the absence of certain types of cancer in 2008. My idea was to compare pre- and post-treatment prevalence rates in this ...
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53 views

First Differences vs Within Transformation

First differences and the within transformation / demeaning are the popular approaches to estimating a fixed effects panel data model. I am interested in how the two techniques affect the properties ...
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27 views

Including both individual and state fixed effects

Consider we have the following regression model: $$y_{it}=x_{it}'\beta+\alpha_{i}+\upsilon_{it}$$ where we have data on $N$ individuals for $T$ time periods. Now, if we estimate $\beta$ by ...
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2answers
62 views

Time fixed effects - inclusion of time-invariant variables possible?

I am running a regression with panel data and there are some variables that do not change over time (industry,...). As I do not want the time trend to influence my results, I decided to use a time ...
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1answer
24 views

What kind of assumptions do I need to test when running a fixed effects panel model?

I am running a regression analysis on a panel data set. The Hausman test and the logical setup of the research question indicate that a fixed effects model would be best for running the regression. ...
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24 views

Choose between models FE vs RE vs Pooled OLS

I have quarterly data for 3 countries for a period of 10 years. Number of observations = 123. I have the following two questions: I would like to know what tests should I perform to choose between ...
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38 views

Fixed effect regression time and individual effects

I have a question about including both time based and individual fixed effects. (I am using within fixed effects.) They are both significant individually when I run an F-test on a basic OLS regression ...
2
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1answer
80 views

Fixed/Random Effects GLM for fMRI

As I understand it, this is a fixed-effects GLM (as could be used in analyzing the results of an fMRI experiment): $$Y = X\beta + \epsilon$$ I assume that $Y$ is a matrix of all the data (voxels ...
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19 views

Fixed effect model with only dummy variable in R

I am new to both R and stats and doing a model replication exercise on R. The model test how trade liberalization of 50 countries affects energy consumption. E = a0 + a1i + a2t + a3*LIBit + nit, ...
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18 views

How to interpret Interactions in a spatial fixed effect model

My units of analysis are racial groups nested in Metropolitan Areas, such that I have an observation for each racial group that is present in a Metropolitan Area. I include a fixed effect for the ...
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0answers
45 views

Interactions with a time invariant control in a fixed effect model

I am looking to add individual-fixed effects to a panel model. I have an interaction which includes a time-invariant variable (e.g. gender) interacted with a time varying variable (e.g. ...
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26 views

Two-way model estimation

I have a model with 2-way fixed effects and panel data. $$y_{it}=\alpha_i+\delta_t+\beta X_{it}+ \theta D.$$ The coefficient of interest is $\theta$. (D is time dummy). I can estimate the model with ...
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37 views

Logistic fixed-effects model with group-dummies

I have cross-sectional data with ~800 individuals nested within 6 countries, across 3 time points. Each individual is sampled only once, so time is cross-sectional here too. The number of individuals ...