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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17 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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13 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 ...
3
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1answer
52 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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0answers
15 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
36 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
22 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
31 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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0answers
24 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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12 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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6 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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0answers
5 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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21 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 ...
0
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1answer
26 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 ...
3
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2answers
63 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
52 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 ...
2
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1answer
38 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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1answer
51 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. ...
0
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1answer
23 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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0answers
8 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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0answers
22 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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0answers
14 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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0answers
29 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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0answers
25 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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32 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 ...
1
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1answer
64 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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0answers
19 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 ...
4
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1answer
97 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 ...
0
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1answer
11 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 ...
2
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1answer
48 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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40 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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0answers
45 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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0answers
30 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 ...
0
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0answers
52 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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0answers
49 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 ...
0
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0answers
12 views

Fixed effects 'within' estimator as a function of g group coefficients

Suppose I have a model $Y_{gt}= B_0 + B_1* X_{gt} + a_g$ I would like to understand the relationship between $B'$, the coefficient after demeaning, and $B_g$, the coefficient from running a ...
0
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1answer
74 views

Can you interact the entity in fixed effects estimation?

I have estimated housing affordability (RRI) by fixed effects using the equation below: The 'r' represents regional effects and 't' represents time effects. This estimation works in Stata but are ...
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0answers
14 views

Changed signs from correlation to unique effect [duplicate]

I am running a fixed effects regression and I found that one of the significant independent variables has a substantial positive correlation with the dependent variable but a negative unique effect in ...
0
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0answers
20 views

Stata: Test if fixed effects are needed

In Stata, what is the command I should use to test if fixed effects are needed in my panel data regression? The output to test for redundant fixed effects should be Cross-section F-Test ...
0
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2answers
84 views

Redundant Fixed Effects Test

What is a Redundant Fixed Effects Test? How do I run it in Stata? I can't find much about it using the help in Stata or by searching on the Web. Any help will be appreciated. Thank you
0
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0answers
18 views

Fixed Effect vs Random Effect Output

I am currently a statistics student taking an designing experiments class. At this point I feel I am getting a good grip on when to choose between a fixed effects, random effects, and mixed effects ...
0
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0answers
10 views

Implications of using fixed effects to account for hierarchical data structure

I am currently implementing a hidden Markov model in R, using the msm package. The data I am using are drawn from a cluster-randomized trial; i.e. there is a ...
2
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0answers
32 views

Why are the fixed effects of a panel probit regression inconsistent?

I was taught that a probit with fixed effects would not be consistent because the estimates of a non-linear model with a link function other than the canonical (in this case the logit) are not ...
0
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1answer
39 views

Fixed effects in logistic regression

I understand that using fixed effects in the context of a logistic regression estimated using a panel of firms can be problematic. For example, if we have a panel of firms across multiple years, firm ...
0
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0answers
81 views

Fixed vs. Random Effects models for binary response: Understanding “glmer” output “Correlation of Fixed Effects”

There seems to be very little explanation about the summary output obtained from the glmer package in R. To elaborate, I will start with my understanding of the Fixed Effects (FE) and Random Effects ...
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0answers
94 views

Pooled OLS, fixed, random or mixed effects?

I am analysing a simple balanced panel data with the following variables: ...
0
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0answers
11 views

panel data wage equations

I have in my panel data X countries, personal IDs for each individual per country and year. The panel runs for X years. I set the panel based on ID and year. IDs are grouped per country. Running ...
0
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0answers
11 views

Fixed time effect vs variable controlling for a part of the sample period

To control for time fixed effect, I have included in my model a dummy variable for each year. However, since some years of the sample period are especially relevant (those corresponding to the ...
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0answers
95 views

Is fixed effects model using demeaning equivalent to the LSDV model?

Provided that the specification is right, will these two different ways of removing the cross sectional bias result in the exactly same result (contrasting to first difference which will result in ...
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0answers
45 views

Multilevel model with repeated data and time fixed effects?

I am using pooled cross sectional survey data to estimate prefernce for redistribution. I have 33 countries for 6 survey rounds covering the periods 2000-2013. I would like to estimate the effects ...
0
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0answers
19 views

Weighting supercedes fixed effects?

I came across a surprising "result" when analyzing some data and I'm wondering if it is actually a known result, and why it works. I have a dataset that has been partitioned into ...