493k 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?
6k views

How exactly does a “random effects model” in econometrics relate to mixed models outside of econometrics?

I used to think that "random effects model" in econometrics corresponds to a "mixed model with random intercept" outside of econometrics, but now I am not sure. Does it? Econometrics uses terms like "...
5k 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 ...
5k 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 ...
11k views

Marginal model versus random-effects model – how to choose between them? An advice for a layman

In searching for any info about marginal model and random-effects model, and how to choose between them, I have found some info but it was more-or-less mathematical abstract explanation (like for ...
13k views

Difference between random effect and random intercept model

I am looking at clustered data and because I was trained in economics I tend to look at fixed effects and random effects as solutions. An alternative would clearly be multi-level modelling. However, ...
21k views

What is the best technique for panel regressions (ols, fixed, between, random effects)?

I have panel data which includes American states (1-48) and years (1900-1917). All the variables are time-varying with one exception. This exception is time invariant and a three level categorical ...
8k views

Conditional logistic regression vs GLMM in R

I have paired data (GWAS case/control study) and I have heard using conditional logistic regression or generalized linear mixed models (GLMM) is appropriate. Which should I use in this case? Why would ...
3k views

Can a variable be included in a mixed model as a fixed effect and as a random effect at the same time?

I am building a mixed model, where the same 4 groups are tested repeatedly 5 weeks on the measure M. I want to test the effect of group on the measure M. Can I build a model as following (let's say ...
1k views

Longitudinal data: baseline effect versus random intercept

The variable $Y$ is measured at time points $t_1$, $\ldots$, $t_9$ for each of five objects. Also available for each object is the value of $Y$ at time $t_0 = 0$ (baseline). Thus, the sample size is \$...
3k views

Random-effects probit model

I am currently using a mixed binomial model with the following specification in a paper I recently submitted (using lme4): ...
481 views

Covariance pattern models versus generalized estimating equation models

Can somebody please explain the major differences between covariance pattern models (Hedeker and Gibbons, Chapter 6, 2006; Jennrich and Schluchter 1986) and generalized estimating equation models (...
989 views

Meaning of “Pre-Post estimation model”

The model given just looks like a time series panel data with added controls but then I noticed that there was only one constant (so not a Fixed Effects Model) and but the error term changes between ...