Tagged Questions

4
votes
0answers
46 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, ...
0
votes
0answers
35 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 ...
2
votes
1answer
92 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 ...
0
votes
0answers
27 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 ...
2
votes
1answer
69 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 ...
0
votes
0answers
114 views

Two way random effect versus fixed effect

I was just wondering whether the usual Hausman test for random effect versus fixed effect in the panel data is also applicable in case of two way random effect vs two way fixed effect.
0
votes
2answers
424 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 ...
0
votes
2answers
362 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 ...
5
votes
2answers
102 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, ...
5
votes
1answer
211 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 ...
7
votes
3answers
265 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 ...
4
votes
3answers
252 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 ...
3
votes
1answer
840 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. ...
5
votes
3answers
382 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 ...
3
votes
0answers
434 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. ...
1
vote
0answers
42 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?
3
votes
1answer
278 views

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

I am writing my master´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 ...
3
votes
1answer
897 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 ...
0
votes
1answer
541 views

Interpret residuals in random and fixed effects models

How to interpret residuals in random and fixed effects models? I am a medical doctor. Kindly explain in simple words. Updated Here is an example: ...
30
votes
5answers
15k views

What is the difference between fixed effect, random effect and mixed effect models?

In simple terms, how would you explain (perhaps with simple examples) the difference between fixed effect, random effect and mixed effect models?