Tagged Questions

39 views

Hausman test in Stata : rank problem

When I run hausman in Stata, there is the following message: ...
153 views

Random effects in mixed models

I am not very familiar with mixed models --- I have been reviewing the various tutorials on the web but still am not sure how to specify my model, even as a starting point for comparison. I have a ...
140 views

Why do random effect models require the effects to be uncorrelated with the input variables, while fixed effect models allow correlation?

From Wikipedia There are two common assumptions made about the individual specific effect, the random effects assumption and the fixed effects assumption. The random effects assumption (made in a ...
464 views

Should I test for all the OLS assumptions for a pooled OLS from panel data?

As the title says, I need to perform a Pooled OLS, a Fixed effects and a Random effects analysis. In the case of a normal OLS, one should test for normality, collinearity, homoscedasticity, ...
177 views

Does random effect always produce the same result as fixed effect?

I have two models - one is including a categorical covariate as a fixed effect, the other includes it as a random effect: ...
216 views

Hausman test: Why requirement of positive definite covariance matrix?

Can someone please explain to me why the covariance matrix needs to be positive definite for the Hausman test? And why we can skip this restriction by applying the "test of overidentifying ...
101 views

Hausman test: the larger the sample the more significant the Hausman test statistic?

Hausman test statistic formula: $$H=(\beta_{f}-\beta_{r})' \left[\mathrm{Cov}(\beta_{f})-\mathrm{Cov}(\beta_{r})\right]^{-1}(\beta_{f}-\beta_{r} )$$ where $\beta_{f}$ is the beta of fixed effects ...
112 views

Are the relations in fixed, random and mixed effect models and multilevel models causal?

In fixed, random and mixed effect models, and multilevel models, the response random variable is represented as a function of some explanatory variables and random errors. I was wondering if the ...
122 views

Which model for panel data with dependent variables from [0,1]?

I'm stuck with a regression modeling problem. I have panel data where the dependent variable is a probability. Below is an excerpt from my data. The complete panel covers more countries and years, ...
66 views

Logistic regression with random and with fixed intercept

I have made logistic regression with fixed intercept and with random intercept on the same data, and the results (the odds-ratios) are very different. Could somebody tell me what can be the reasons of ...
318 views

Looking for Intuition Regarding Fixed/Random Effect Conundrum

I understand that we use random effects (or mixed effects) models when we believe that some model parameter(s) vary randomly across some grouping factor. I have a desire to fit a model where the ...
43 views

Question about the relevance of random effects in the big panel-data context

In general, or at least as I know, the "estimation" of random effects does control for the individual/group/... specific variation. Hence by controlling for this variation by a random intercept- or ...
93 views

Reference needed - Who first introduced linear models, fixed and random effects models?

I am writing an essay which briefly discusses linear models as well as models with fixed and random effects. I am googling since ages to find a reference which says who first introduced linear models ...
846 views

Panel regression: what to do when Hausman test fails and want to keep time invariant regressors?

I am running a panel data regression. First, I did a pooled ols regression. Then I did a random effects (re) one. I carried out the Hausman test, and it refuted the null hypothesis (ie. I am ...
620 views

Implementation and Interpretation of Fixed versus Random Effects

I am reading an article which uses a simple least squares model to measure the effect of a prevention campaign on methamphetamine use (http://www.ncbi.nlm.nih.gov/pubmed/20638737). In its second ...
131 views

Why is it valid to account for k-1 intercepts w/ only 1 random intercept parameter?

I possess a basic understanding of random vs. fixed effects, and how to code random effects models in SAS. However, I'm having trouble wrapping my head around the derivation of random effects terms, ...
300 views

Model for circular statistics

I am looking for advice on circular statistics. In particular, I'd like to know if any one had any advice/ references that deal with regression models for circular variables and whether it is possible ...
349 views

Concepts behind fixed/random effects models

Can someone help me to understand fixed/random effect models? You may either explain in your own way if you have digested these concepts or direct me to the resource (book, notes, website) with ...
304 views

Two studies, opposite results: Am I allowed to compute an overall mean using random-effect model?

I am performing a meta-analysis. I have a subgroup made only of 2 studies and they show opposite results. The 1st has excellent outcomes the 2nd very bad ones. Is it true that I am not allowed to ...
1k views

Model selection in mixed-model context using lmer

Assume I have two factors A and B potentially predicting my outcome Y. Now I would like to test for fixed-effects using likelihood ratio test to find the best model. ...
515 views

What is the mathematical difference between random- and fixed-effects?

I have found a lot on the internet regarding the interpretation of random- and fixed-effects. However I could not get a source pinning down the following: What is the mathematical difference between ...
657 views

R: How to “control” for another variable in Linear Mixed Effects Regression model?

Essentially, I have two collinear variables which could be seen as either random or as fixed effects, a dependent variable I'm fitting the model to, and a variable that's assuredly a random effect. ...
47 views

How do you know something is a random effect or a fixed effect? [duplicate]

Possible Duplicate: What is the difference between fixed effect, random effect and mixed effect models? Is there a criteria to establish such a difference?
461 views

What is a difference between random effects-, fixed effects- and marginal model?

I am trying to expand my knowledge of statistics. I come from a physical sciences background with a "recipe based" approach to statistical testing, where we say is it continuous, is it normally ...
296 views

Predicting index from multiple predictors using panel data over 10 years: logit or probit? Fixed or random?

I am writing my masterĀ“s thesis in finance on the topic of voluntary disclosure of financial targets in annual reports of manufacturing firms. Context I have created a dependent variable that is ...
987 views

Clustered standard errors and multi-level models

Stata allows estimating clustered standard errors in models with fixed effects but not in models random effects? Why is this? By clustered standard errors, I mean clustering as done by stata's ...