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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Conditional Fixed Effect logistic model with unbalanced multilevel panel data

I have troubles finding methodology to test a model in R. My question may be long and contain many details, but I will be glad if somebody can help me and give some hints how to tackle it. I have ...
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+50

Average Marginal Effects from Chamberlain-Mundlak Device CRE Probit

I am trying to calculate the average marginal effects for the Chamberlain-Mundlak Correlated Random Effects probit model. The ultimate goal is to get something equivalent to the AME from the fixed ...
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14 views

Interpreting fixed effects regression coefficients [duplicate]

This probably is a very "beginner kind of question", but I have trouble interpreting the coefficients in my fixed effects regression. The data is on book ratings. Ratings are measured on a scale ...
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23 views

FE and RE used simultaneousely

I am currently conducting a research aimed at finding an effect of corporate culture on stock returns (to measure the culture I performed text analysis to account for the frequency of specified bags ...
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7 views

Independence of errors in fixed effects regression

I am trying to run a fixed effects regression and am currently testing assumptions. This probably is rather a "beginner question", but how do I test the assumption of independence of errors for ...
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18 views

glmnet for mixed models?

I perfom a lasso logistic regression using glmnet and want to account for fixed and random effects. I found R packages that can fit mixed models, e.g. glmmLasso and glmmboot. However, is it possible ...
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What is the dummy variable trap? [closed]

I am currently trying to run a fixed regression. The dependent variable is the online rating for a book and one of my control variables is a dummy which describes whether the book is an eBook or a ...
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27 views

How to estimate a fixed effects regression WITH robust standard errors AND instrument variables

I have been trying to estimated the stated problem, but I only succeed in parts of it. The following artificial setup is supposed to illustrate my problem in detail: Setup the data: ...
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11 views

Specification of fixed effects regression

I am currently trying to write the methodology section for my thesis. I am doing a fixed regression and am not sure whether the notation I use is correct or complete nonsense :D It would be really ...
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14 views

Fixed effects and Group mean centering

I have trouble understanding fixed effects models. I thought that they take out across groups variation by subtracting group-specific means from the values (which in my eyes would be group mean ...
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1answer
9 views

Fixed effects with duplicate observations

I'm trying to estimate a Poisson regression model. My dataset spans 78 neighborhoods in some city, across 11 years, and has been drawn from multiple sources: the dependent variable (a crime count for ...
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56 views

Hausman Test interpretation is based on the p-value? - R output

I obtained the following output after running the Hausman test: 1) CASE 1 Hausman Test chisq = 13.943, df = 4, p-value = 0.007478 alternative hypothesis: one model is inconsistent 2) CASE 2 Hausman ...
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11 views

Trend break in panel data

I have a panel of countries (N= 30) over four decades (T= 40). I would like to test the impact of a policy by analyzing whether it led to a change in the trend in the outcome variable. Note: The ...
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22 views

How to predict individual coefficients and residuals with unbalanced panel data

I have a panel data with income for individuals over years, and I am interested in the income trends of individuals, and unexpected changes in income (i.e individual coefficients for income over years,...
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1answer
53 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 ...
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1answer
38 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 ...
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1answer
41 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 ...
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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, ...
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1answer
32 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: ...
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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 Y-...
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18 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, ...
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18 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 ...
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2answers
126 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 ...
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1answer
26 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 between-...
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1answer
30 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 ...
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27 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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9 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 ...
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1answer
34 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
41 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
73 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
21 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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15 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
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1answer
44 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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20 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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19 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
61 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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27 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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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 ...
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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 - Y)(...
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42 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
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 ...
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25 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 ...
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0answers
41 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
24 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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33 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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24 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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21 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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52 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 ...