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.

learn more… | top users | synonyms

0
votes
1answer
33 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 ...
1
vote
1answer
19 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 ...
0
votes
0answers
9 views

code for the fixed effect (conditional) and the random effect model in SAS using panel data and a logistic+multinomial logistic model [on hold]

With respect, I am using a panel data for my thesis and I am Using SAS 9.4 for the analysis. I was wondering if I could have the chance for your advice relative to writing the codes for the model in ...
0
votes
0answers
11 views

Proportional hazard model with fixed effects in stata [on hold]

I am running a proportional hazard model of panel data. I have read "Fixed Effects Regression Methods In SAS" by P.D. Allison and he says that cox regression with individual fixed effects can be ...
0
votes
1answer
24 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 ...
0
votes
0answers
6 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, ...
0
votes
1answer
31 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: ...
0
votes
0answers
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 ...
0
votes
0answers
16 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, ...
0
votes
0answers
14 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 ...
1
vote
2answers
75 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 ...
2
votes
1answer
25 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 ...
3
votes
1answer
27 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 ...
-1
votes
0answers
24 views

Pooled OLS from panel data

I have unbalanced panel data for two years (4 years apart). I am planning on running Fixed Effects estimation. I would also like to do a cross-sectional analysis. Would it be appropriate to use a ...
1
vote
0answers
26 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 ...
0
votes
0answers
8 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 ...
0
votes
1answer
23 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 ...
2
votes
1answer
40 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 = ...
0
votes
1answer
54 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 ...
0
votes
0answers
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 ...
0
votes
1answer
18 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 ...
0
votes
0answers
11 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
votes
1answer
37 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 ...
0
votes
0answers
16 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 ...
0
votes
0answers
17 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 ...
1
vote
1answer
49 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 ...
0
votes
0answers
26 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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 - ...
0
votes
0answers
35 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, ...
1
vote
1answer
31 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 ...
0
votes
0answers
18 views

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 ...
1
vote
0answers
34 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 ...
1
vote
1answer
21 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 ...
1
vote
0answers
30 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 ...
1
vote
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 ...
1
vote
0answers
23 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 ...
0
votes
0answers
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?
1
vote
0answers
36 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 ...
1
vote
1answer
30 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 ...
1
vote
0answers
58 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 ...
0
votes
0answers
61 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 ...
0
votes
0answers
49 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. ...
0
votes
0answers
14 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 ...
1
vote
0answers
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 ...
3
votes
1answer
88 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 ...
0
votes
0answers
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, ...
0
votes
0answers
14 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 ...
3
votes
1answer
58 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 ...
0
votes
0answers
63 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 ...