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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How to write a logit regression in a journal format?

I was inspired by the following question: How to write a logit and probit regression equation? To ask for advice on how to write a logit regression equation in a suitable format for an academic ...
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Difference between “Within” estimator for $Y_\textit{diff} = Y_{t_i} - Y_{t_{i - 1}}$ vs “First Difference” estimator for $Y_{t_i}$

I am using a diff-in-diff strategy and have a few question. I am not getting equivalent coefficient estimates for the two following regressions on panel data: a panel regression with a fixed ...
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15 views

Difference between “X+Y” versus “X*Y” number of fixed-effects

I'm doing a fixed-effects regression on panel data. Each cross-sectional unit is identified uniquely by two variables (X and Y). If I regress the outcome variable (P) over the dependent variable (Q), ...
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Lagged Dependent Variable: Using Fixed Effects and Pooled OLS

I have an unbalanced panel and want to estimate if war (a binary variable) has an effect on different outcomes, for example labor force participation. But the outcome variable is clearly path-...
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20 views

Time fixed effects and stationarity data

Currently, I am working with a panel data with which I try to explain households real expenditure on health (hre) from the occurrence of natural disasters (nd). In particular, unit root tests suggest ...
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How to remove collinearity from a fixed-effects difference-in-difference regression?

I'm doing a difference-in-difference regression with fixed effects. I'm analysing the effect of removing financial incentives from quality indicators, in health clinics. I have a dummy variable for '...
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Should I call this a fixed effects or differences in differences model?

I have a question regarding what terminology should I use in my paper when I consider the following model: $y_{it} = \alpha + \beta_0T_i + \beta_1\text{Time}_{t} + \beta_2(\text{Time}_{t} \times T_i)...
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Fixed effects regression with different time periods

I have a panel survey of self-assessed levels of household resilience in three nearby villages, with observations collected over the course of 10 separate survey waves (observations are collected on a ...
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Multilevel models for panel data

I have nested Data from a Panel: individuals in regions; regions in countries. I know that fixed or random effects will account for the hierarchical structure. However, I am not just interested in ...
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Coefficient sign flips after applying Fixed Effects

Good day everybody, I am currently writing my master thesis and I research whether family owned companies (FFF=1 if family owned, 0 otherwise) have a positive or negative effect on the performance of ...
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7 views

Omitted control variables in fe model

I have a panel data, and to choose my estimation model I conducted the Hausman Test. It says that I should use the fe model, however my fe model has omitted dummy variables. Is this a problem as my ...
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39 views

Group & Time fixed effects in a Difference-in-Difference Model

I'm fairly new to the field of econometrics and currently struggling to understand the literature regarding minimum wage policies and their effect on employment. So the equation that I see in almost ...
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Show that the first-differenced estimator is numerically identical to the fixed effects estimator

The problem here is to show that the first-differences estimator of the beta parameter in the model is numerically the same as the fixed-effects estimator of the same parameter.
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Standard errors of fixed effects

Using panel data, the fixed effect regression specification is given by $y_{it} = a_i + \beta' x_{it} + \epsilon_{it}$ where $a_i$ are the fixed effects. The fixed effects estimator $\beta_{FE}$ ...
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37 views

Interpreting nested mixed effects modelling output

I am having difficulties in interpreting my R output for a multilevel model I have conducted using the NLME package. I'm looking to answer the following questions: 1) What are the predictors of ...
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Fixed Effects: Group level variables but individual level outcomes

tl;dr: In fixed effects and first difference estimation, does having sets of individuals where the change in $X_{it}$ over time is identical lead to estimation problems? When using fixed effects (FE) ...
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Is this a random or a fixed effect?

I have a question about one of the variables in my study and whether or not it should be considered a random effect. I'm conducting a study of my school's 24 general learning outcomes (or "skills".) ...
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Hausman Test when doing Fixed Effects Panel Regression

I'm currently doing a Fixed Effects panel regression on my data and would like to know whether it would be useful to carry out Hausman tests. From what I understood from lectures, the Hausman test ...
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32 views

Combining difference-in-differences and fixed effects

I've seen several related posts to this topic here and elsewhere (e.g. Statalist). However, after reading through them I'm still somewhat confused on why we would want to combine DID with fixed ...
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Panel data model to test dummy variable IV with little variation

I have never done estimation with panel data, but I want to test the impact of using a particular service on the probation rates in a state's court districts (N=22). I have a balanced data set with ...
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40 views

Standard error of the intercept in Frisch-Waugh theorem (de-meaned regression)

I am applying in Frisch-Waugh Theorem to partial out a set of fixed effects D and get the OLS estimates and standard errors of the remaining regressors ...
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1answer
24 views

standard errors when bootstrap is not possible. delta method?

I run standard fixed effects regressions on a panel of aggregate firm level data (variables like average value added, average labor). I use the fixed effects that I estimate to simulate firm level ...
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67 views

How to test if regression coefficients are significantly different?

I have two data sets. Both contain survey data where participants had to forecast the return of the same stocks. I ran two regressions one for group 1 and one for group 2 looking like this ...
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Experiment on Qualtrics, simple OLS or Panel with fixed effects?

I ran an experiment that led to the following dataset ...
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28 views

Fixed effects regression with a large number of individuals

Does it make sense to use a fixed effect regression to estimate individual effects when the number of individuals is very large (i.e. multiple thousands of $\alpha_i$)? If not, are there any solid ...
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74 views

What is the difference between Generalized Linear Models(GLM), Fixed-effect models (FE), and Random-effect models (RE)? [duplicate]

I am new to statistics and I am looking for a general answer. Can someone explain (very simply) what is the relationship between Fixed-effect & Random-effect models with Generalized Linear Models? ...
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29 views

Test for significant differences in coefficient with different levels of fixed effects

I have two regressions with time and entity fixed effects (using felm in R) but the regressions have different levels of entity FEs (hospital FEs in the first and physician FEs in the second in my ...
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68 views

Is it possible to have exactly identical output of random effects and fixed effect models in a network meta-analysis?

I conducted a network meta-analysis in frequentist framework using the R package netmeta (https://cran.r-project.org/web/packages/netmeta/netmeta.pdf), statistical details of this package are ...
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1answer
48 views

Clustered standard errors and time dummies in panel data

Assume a simple linear regression model, I have $i$ firms and $t=17$ periods $$Y_{it}=\alpha + \beta_2 T_2 + \beta_3 T_3 + \cdots + \beta_{16} T_{16} + \gamma_i + \varepsilon_{it}$$ In this case, $t=...
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Firm Fixed Effect in Changes Model

I am estimating a regression where the dependent variable is a change in profits and the main independent variable is an indicator variable. Is it appropriate to include firm fixed effects in the ...
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37 views

Panel Data for 20 countries with same independent variable for each country

I am analyzing the impact of US monetary policy variables on capital flows to emerging markets and intend to use panel data analysis. I have data on capital flows for 20 countries individually from ...
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52 views

Variance-covariance matrix of individual fixed-effects seems to be biased by clustering

For some reasons, I am interested in the variance-covariance matrix of the individual fixed-effects when regressing wages on personal characteristics: $Y_{i,t} = X_{i,t} \times \beta + c_i + \epsilon_{...
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30 views

Overdispersed poisson-distribution and offset --> standard errors?

I am modeling count data using R and doing a fixed-effects/random-effects model and thus limited on functions and therefore cannot use a quasipoisson model or negative binomial distribution, but ...
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Variable selection for mixed models

Longtime lurker here. I have a question about determining informative variables in generalized linear mixed models (GLMMs). My background is ecology, and I primarily examine habitat selection under ...
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Convert regression coefficient from fixed effects model to percentage increase

I'm running the following fixed-effect model in R: felm(DV ~ treatment*intervention | week + participant | 0 | participant_id) i.e., I'm controlling for the fixed ...
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Interpreting Durbin–Wu–Hausman test with large sample size

I'm trying to determine whether to use random-effects or fixed-effects. The Durbin–Wu–Hausman is significant which suggests that fixed-effects are more appropriate. However, looking at the details, ...
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1answer
31 views

Multilevel analysis - interpretation not significant at level 1

I'm doing a multilevel analysis for the first time for my master thesis. The goal of my study was to create behaviour change through an intervention. Participants are measured for behaviour at 3 ...
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14 views

Fixed Effects Panel Data

I am trying to run a fixed effects regression but unfortunately having some issues. I hope someone could help me. I want to regress $P_{itc} = \mu_{c} + \phi_{b} + \gamma_{s} + \sigma_{1}*tax_{i,t} ...
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16 views

What are the statistical reasons of choosing between a static and dynamic panel data model?

I would like to know more about the relation between serial correlation/autocorrelation and static vs. dynamic panel data models to decide between a static or dynamic model. Currently, I am analyzing ...
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Which fixed effects it is worth including in DiD specification?

I analyze a reform which softened administrative pressure on firms. I estimated a general two-way fixed effect model with the treatment dummy. I also obtained data on region and industry. Should I ...
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How to check parallel trends assumption in DiD when treatment occurred in different moments of time?

I analyze a reform which introduced tax cuts for small firms. Different regions pursued this policy in different years. I estimated the effect using a fixed-effect model with a dummy on being treated. ...
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1answer
18 views

Different levels of variability in Fixed Effects (FE) regression, no time variable

I have a dataset with 3 variables: 1) "employment growth rate 2017" by country; 2) "employee happiness (1-100) 2017" by country and occupation level. Hence the variables would be: 1. country 2. ...
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206 views

What variation are multiple fixed effects explaining?

I wanted to share a thought experiment and get some reactions. I could not find this discussed in plain language. If I have a panel data set that has four variables a ...
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Comparing coefficients in models with different but similar dependent variables in fixed effect models (R)

I have two different, but similar two-way fixed effects models. They both have the same independent variables, though when the first model tries to explain government employment rates, the second one ...
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9 views

Mechanics of FE in DiD estimation

I created a toy data set to test what goes on when I use FE in a DiD regression, with twelve observations in two states and three sectors where I observe an effect in only one state-sector pair with ...
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1answer
52 views

DiD with time fixed effects does not drop Post dummy

Following the copied link (https://www.statalist.org/forums/forum/general-stata-discussion/general/1323707-fixed-effect-difference-in-differences-model) I was expecting the classic dummy 'Post' to be ...
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1answer
62 views

Replicating Stata pweight in R

I'm trying to replicate some Stata results in R and am having trouble interpreting the different outcome. For reproducible example, I'm using the API data from the survey package. ...
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56 views

FE and clustered standard errors for a panel with firms, industries and years

I have an unbalanced panel of firms, years and industries. (1) At the moment I am running a panel regression with years and industries FE. My understanding is that I am counting for any omitted ...
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66 views

Demeaning with two (n) fixed effects in panel regressions

I would like to ask for your help concerning the following issue. In a nutshell, I would like to know, how demeaning works in a panel regression with two (separate) fixed effects. Let us assume I ...
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Interpreting very high conditional and very low marginal R^2 in linear mixed effect model [closed]

I've fit a linear random slope mixed effect model to some time series data from multiple participants. Here time is the fixed effect and participant is the random effect. I've received a very high ...