Linked Questions

1 vote
1 answer

What is a fixed effect in a mixed model compared to a fixed effect model for panel data? [duplicate]

I am confused about the expression "fixed effect" in the context of mixed models. I am more familiar with the terms like "fixed effects" and "random effects" in context of econometrics and the ...
Olaf_SQL's user avatar
421 votes
9 answers

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

In simple terms, how would you explain (perhaps with simple examples) the difference between fixed effect, random effect in mixed effect models?
Andrew's user avatar
  • 6,078
62 votes
2 answers

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 ...
N26's user avatar
  • 1,945
22 votes
6 answers

Difference between panel data & mixed model

I would like to know the difference between panel data analysis & mixed model analysis. To my knowledge, both panel data & mixed models use fixed & random effects. If so, why do they have ...
Beta's user avatar
  • 6,284
20 votes
2 answers

Big disagreement in the slope estimate when groups are treated as random vs. fixed in a mixed model

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 ...
ndoogan's user avatar
  • 1,340
4 votes
2 answers

plm in fixed effects model doesn't work with id and time

I am writing currently my thesis and I am stuck with a problem. I am trying to figure out how firm level, country level and industry level variables influence corporate social responsibility. I want ...
Julia Pfaller's user avatar
4 votes
1 answer

Need intercept for plm (Fixed effects) in R

I have a question of fixed effects in R. So I am trying to use plm function to find fixed effects like following: ...
Bing's user avatar
  • 49
3 votes
2 answers

Random effects vs fixed effects for analysis of panel data (econometrics)

My dataset is following: 1000 firms, time period of 10 years, 20 countries 20, 15 industries. I declare in STATA: xtset firmid year I want to control for the ...
Giovanni's user avatar
1 vote
0 answers

Hierarchical panel data: Fixed effects vs. hierarchical linear models vs. mixed models [duplicate]

I have problems about understanding the intuition and differences about when to apply fixed effects, hierarchical linear models (multilevel models) and hierarchical mixed models. I will try to explain ...
Olaf_SQL's user avatar
2 votes
1 answer

How to decide between mixed effects and panel data?

I am trying to understand how the gender of the user relates to her/his use of language in tweets. For this purpose, I have downloaded all tweets of several hundred users and have obtained positive ...
SanMelkote's user avatar
3 votes
0 answers

Wikipedia says that "The random effects model is a special case of the fixed effects model". Why?

I understand that the assumption made in a fixed effects model is that there is a basic understanding of the included parameters, e.g. there is a proven theory or previous experiments have shown non-...
mjbeyeler's user avatar
  • 131
1 vote
0 answers

Bayesian Hierarchical Regression Models for Panel Data

I am fairly comfortable with Bayesian hierarchical regression models, but I am new to panel data analysis. As someone from the social sciences, I have found that the majority of resources on panel ...
Zlo's user avatar
  • 137
-1 votes
1 answer

Fixed and Random Effects / Fixed and Random Factors

What is the difference between a fixed effect and a random effect? Are fixed and random effects different from fixed and random factors?
Maldini's user avatar
  • 13
2 votes
0 answers

How to show mathematically that random effects are more efficient than fixed effects?

I have read in several places now that random effects estimators are more efficient than fixed effects estimators, in particular here I’ve searched this site and Google and couldn’t find this result. ...
Geoff's user avatar
  • 571