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Questions tagged [fixed-effects-model]

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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Fixed-Effects model and Entities with No Variation

Suppose I am interested in the effect of some treatment $T_{it}$. I consider the following simple fixed effects model: $y_{it}=b_0+b_1T_{it}+\gamma_i +e_{it}$ where $\gamma_i$ is individual-level ...
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Compare using `lme4` and `nlme` for mixed effects models

Sorry it might be a more Stack Overflow question but I was reading this nice cheat sheet for using function lmer in package lme4 ...
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How to fit a longitudinal GAM mixed model (GAMM)

I have repeated measurements of individuals, like this ...
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3 Level Hierarchical Models in STATA; Null model fails to converge

3 Level Hierarchical Models in STATA; Null model failed to converge About the Dataset I am working with DHS (Demographic and Health Survey Data) data. DHS uses a two-stage cluster sampling process. ...
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Standardisation (normalising) for feature scaling in non-logged data for within transformation model

I wonder if someone could provide an insight for my case. I am interested in normalising my data to obtain unitless state that will allow me to use them in a quadratic model (not translog). Based on ...
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26 views

control for non-linear effect in a model with two continuous predictors and one categorical DV

Suppose I ask subjects to rate foods from very sour to very sweet, on a scale of from -10 to +10. They say things like A (lemon) is very sour, -10, but B (bread) is pretty sweet, +5. Now I say 'ok ...
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Are anxiety measure fixed or random factors in this scenario?

As a psychologist and not a statistician, I have always used ANOVAs to perform analyses on repeated-measures designs but have since learned you should instead use mixed linear modeling with these type ...
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Weighting and Clustering in Pooled Data Analysis

I am working with DHS (Demographic and Health Survey) data. I have pooled data from about 25 countries taking 2 most recent waves from each country. My dependent variable is neghaz (negative of height ...
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Spatial Temporal Autoregressive Regression and implication on Fixed effects assumption in Difference in Differences

I am currently planning on testing the effects of marginal price change of properties based on an exogenous event using Spatial DID model. The model has a spatio-temporal lagged variable (y) which ...
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Reporting models: Add intercept from fixed effect including confidence intervals

Suppose I have a fixed effect model where I investigate a time series of measurements. My estimate + CI gives me the changes from intercept and a p-value. So stage 1 is baseline and the output gives ...
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20 views

Account for Panel Correction with a Large Number of Respondent

I am currently running a binary logit model which looks at whether a participant, when he/she makes a bid on an offer, is successfully selected. Data: I have a data of more than 80,000 observations. ...
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R Panel Data: Difference between Pooling OLS and Fixed Effect with only “individual” effect

I just estimated my paneldata with Pooled OLS or with the Fixed Effect approach. When using FE with the effect="individual" I get a higher adjusted R^2 than using FE with effect="twoways". So I would ...
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Show reg y on x in $y_{it} = \beta x_{it} + \theta_{i} + \epsilon_{it} \equiv y_{it} - \bar{y_{I}} = \beta(x_{it} - \bar{x_{I}}) + \epsilon_{it}$

So I'm trying to show that regressing y on x in this case (fixed effects model): $y_{it} = \beta x_{it} + \theta_{i} + \epsilon_{it}$ is the same as this regression: $y_{it} - \bar{y_{l}} = \beta(x_{...
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Unknown initial value of variable of interest

I run a panel data regression whos panel dimensions are persons each year. They are affected by a region wide factor. I know for each year after 2004 how this factor changed over time, but I don't ...
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A few questions about the calculations behind the metabin function, part of the R 'meta' package for meta analysis of binomial data

I am new to meta analysis, and am reading about how to perform meta analysis with binomial data. I'm looking for some clarification on some of the results given by the metabin function, which is part ...
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91 views

Model interpretation lmer?

I have 139 subjects (ID), with measurements taken at two time points (Time1, Time2), at 148 brain regions, a dependent measure called volume, and a covariate called thickness. Each subject has 148 ...
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1answer
24 views

Does a panel regression model make sense for my data?

This might be a bit of a newbish question, but I recently picked up a forecasting project at my job, and I'm trying to figure out whether it makes sense to run a panel regression like a Fixed Effects ...
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Dynamic Pooled OLS: does it make sense?

I have data on 25 countries for about 35 years. I want to estimate a POLS as I am not looking for a causal interpretation but just sttistical correlation between two phenomena. That's why I will not ...
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Hierarchical model for identical dependent variable

I want to estimate a model with fixed-effects regressions. LMER in R and SEM (lavaan) do not converge and I wonder if the data structure itself is the problem. The dataset contains individual-level ...
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Fixed/Random effects precise explanation

I read about these terms, but as I read more on internet about it I get more confused, people have discussed it in different ways and from different aspects... and still I am not confident to say I ...
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25 views

Unobserved fixed effects panel data

Panel data methods (e.g., first differencing estimator or fixed effects estimator) are often used to eliminate the unobserved fixed effect. The unobserved fixed effects are the effects that are ...
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1answer
34 views

weighted IV estimation by plm

I apply plm package to do fixed effects IV regression but find something which I couldn't understand. Theoretically, if we only have one endogenous variable and one IV, the IV estimator should be ...
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Panel Data: correlation between individual effects and variables

Is it possible to see if there is a correlation between any variable and the individual effects just by looking at the coefficients and standard-errors of an OLS, RE and FE functions?
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Comparison between coefficients of two fixed effects models with same sample

I have a problem. I have two models of OLS regressions with time and group fixed effects of a crosscountry paneldata analysis: $$Y_i = b_1 X_i + b_2 D_1 Z_i + b_3 D_2 Z_i\tag 1$$ and $$Y_i = b_1 ...
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Squaring a variable in Two-ways fixed effect

I am studying the effect of renewable energy on electricity prices. I am running a two-way fixed effects estimation on the model, with 23 countries from 2007-2016. $$price.kwh_{it} = \beta_1Perc.RE....
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Fixed effects at industry & year level for firm-level data

Various papers that study firm-level effects include dummy variables at the industry & year level. From what I understand, calculating fixed effects requires panel data, i.e. (for firm-level data)...
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How to show fixed-effects coefficients in Stata? [closed]

I am estimating a fixed-effects model on a panel-data using the xtreg, fe command. I hope to show fixed-effects coefficients in the table as well. Can anyone tell ...
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Fixed or random effects in a subgroup analysis where heterogeneity is present in one of the subgroups but not the overall pooled result?

I am looking at a meta-analysis where a subgroup analysis has been performed, as it is important to consider the treatment effect within 2 subgroups of interest, as well as the overall pooled result. ...
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1answer
70 views

Fixed Effects vs. Random Effects vs. First Differences

I'm working on a university task where I have to estimate the following using panel data: \begin{equation} y_{it} = x_{it}\beta + \alpha_i + \epsilon_{it} \end{equation} where $y_{it}$ is log($...
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Fixed-Effects estimate and time

I have a conceptual question: I have a panel data of individuals and daily data for 2 months (each individual appears several times, although the number of appearances varies so the panel is not ...
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25 views

R - Heteroskedastic robust errors with `bife` package

I'm using a fairly new R package called bife for binary choice fixed effects model. It looks like vcovHC in the ...
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28 views

R square for fixed model is worse than OLS in panel model

I am analysing panel data and using the plm package in R. I'm using the plmtest, pFtest, phtest functions which indicate to me that fixed effects model should be used over the pooled OLS and random ...
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1answer
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glmer model in r, negative slope for a predictor, data seems to have positive slope

I fitted a glmer model to my data in r (with package lme4), one of significant fixed effects (order, which is continuous) has a negative estimate. But when I graph the averaged data, it seems to have ...
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207 views

R | Robust standard errors in panel regression clustered at level != Group Fixed Effects

I want to run a regression on a panel data set in R, where robust standard errors are clustered at a level that is not equal to the level of fixed effects. That is, I have a firm-year panel and I want ...
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What is time fixed effect?

I recently studying about fixed effect model and little bit understand about it. but when in come to time and individual fixed effect I still could not find a good definition for both. I already read ...
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Overall Factor Estimate in a Linear Mixed Model

I have a fixed Factor with 8 levels (Condition), alongside two fixed effects (two predictor variables) in a linear mixed-model. I would like to compare the total effect of condition on the dependent ...
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Fixed effects versus first difference in panel data

In panel data model, both fixed effects model and first difference remove unobserved heterogeneity. If this is the case, when which technique is more appropriate and under what circumstances?
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68 views

Negative Binomial Model: Fixed vs Random Effects

How to choose between Fixed and Random Effects in panel negative binomial model? Is Hausman test valid for this?
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Am I interpreting my fixed effects regression correctly?

I am trying to determine the impact of student debt on entrepreneurship. I used a FE model with data from 2003-2014 on each US state. So my explanatory variable is student debt in state i in year t-1. ...
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How can I have both "firm' and 'year' fixed effect using 'bife' fixed-effect logistic regression in R?

I am running a fixed-effect logistic regression using 'bife' command from the 'bife' R-package. Here, I am trying to have both FIRM and YEAR fixed-effects simultaneously. However, the examples I can ...
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1answer
68 views

Diff-in-Diff special type of OLS?

Is difference-in-differences just a special type of OLS? Can I add fixed effects in my diff-in-diff model?
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105 views

Comparing the random effects and fixed effects models

Consider the random effects model $y_{it} = x_{it}'\beta + \mu_i + \nu_{it}$ where the composite error is $\mu_i + \nu_{it}$. We transform the variables and the error term of the regression equation ...
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1answer
34 views

Fixed effect and clustering with 3 dimensional data

I have a sample of banks. These vary across time, rating agency and across countries. UPDATE: I trying to capture the effect of a regulatory change (dummy variable, 0/1) on a banks credit rating. I ...
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1answer
29 views

How to model which fixed effect is most responsible for variation in the DV?

Let's say I have data on firm revenue among multinational firms. I want to test the question of what explains more variation in revenue: firm culture or country-culture. A bit confused as to the ...
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1answer
33 views

Fixed effects model for surface growth

I am trying to fully understand and reproduce the paper Normative brain size variation and brain shape diversity in humans, in which the authors have used brain surface measurements from many ...
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1answer
18 views

Estimating the effect of time-invariant and time-varying regressors using Fixed Effects

I have a question about the Fixed vs Random effects modeling. It is said that Fixed effects modeling identifies only parameters for time-varying regressors, not for time-invariant regressors I ...
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2answers
113 views

Modeling within group correlation - random effects, fixed effects, clustered standard errors?

I know this kind of question has been asked before, but I can't find anything that clearly elucidates the issue. What is the 'right' way to model the follow situation: Let's say I pair two people up ...
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1answer
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R: GMM Estimators in a dynamic panel

I put up a fixed effects regression using panel data with a time lag of the dependant variable, so somthing like this: ...
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interpreting the coefficient of an interactive term with fixed effects

I have the following longitudinal panel investment regression: investment depends on macroeconomic uncertainty $U_t$; firm-fixed effects $\alpha_i$; the interaction between uncertainty $U_t$ and ...