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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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How to show fixed-effects coefficients in Stata?

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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Industry and Year Effects in Panel data

I have a panel data set of 4500 firms for the years 2000 - 2017 (around 42,000 firm-year observations) a sample of which is shown below from Excel. I apologize as I do not currently have access to ...
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Constant term gets bigger in fixed effect model

Good afternoon. I am Alif and now currently doing my research on determinants of economic growth in province level in Indonesia. My dependent variable is economic growth (which varies between 0.13 ...
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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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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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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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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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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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Specific set of industry fixed effects from the TNIC paper

I am currently trying to replicate the paper Text Based Network Industries and Endogenous Product Differentiation by Hoberg and Philips. In table A1, they present their results after regressing ...
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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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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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Running two-way fixed effects quantile regression?

First post so apologies if I miss something here. I need to estimate a quantile regression model with time (year) and unit (city) fixed effects. I have an unbalanced panel with 9 years and 152 cities ...
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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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Predicted values with fixed effects using demeaning

So I run a regression with time fixed effects using the demeaning method (call this regression 2) because the normal method costs too much memory (call this regression 1). And I would like to get the ...
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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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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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Can I control industry and country fixed effects in the same OLS regression?

I am running an OLS regression on 2750 firm-year observations in 16 european countries for the period 2006-2015. It is asssuming that my dependent variable differs over country, industry and time.This ...
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1answer
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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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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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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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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
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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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Including both state, time and state-time fixed effects in a regression

My question relates to the use of interacted fixed effects (say suburb-time) together with non-interacted fixed effects (suburb, and then time) in the same regression. Specifically, imagine we had a ...
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R-Squared and F-Statistic for fixed effects regression and robust SE in R

I am dealing with panel data with fixed state and time effects. My analysis showed that I have to construct robust Arellano standard errors, which, when using the coeftest command, do not offer any F-...
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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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29 views

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 ...
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Binary dependent variables and panel data

I'm examining how the reduction in the number of scientists working in a firm could affect the relationship between firms and universities, labs and research organizations. My dependent variables are ...
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Time dummies in Linear Panel Data Models and Unobserved Effects Models

Wooldridge (2002, p. 129) says that with (independently) pooled cross sections over time (where different random samples are collected at different points in time - no individuals are observed more ...
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Interpretation of a residuals vs fitted values plot

My objective is to predict the taxi demand depending on location and time. I transformed the data to be more or less normally distributed and centered & scaled it. Then, I ran a linear regression ...
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How to apply fixed effects in R?

In this example they just want to know if the announcement decreases the trading assets ratio. What are fixed effect in application here? Meaning of quarter and companies fixed effect? How they keep ...
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Is fixed effects (within estimator) estimated using OLS?

In a paper I submitted to a journal, I estimated a fixed effects panel model with regional fixed effects. The reviewer of my paper in his comments said my estimation was bad because I "simply used OLS ...
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1answer
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Transformation of data in mixed models (lme4)

I am trying to fit the following model where I'm measuring fungal growth (length) in Petri dishes that were kept at 0C, room temperature, and 50C (Treatment). ...
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Model that takes grouping factor into account is a significantly better fit, but no significant differences between groups…unusual?

I'm dealing with a dataset that comprises ~30 groups of observations. In each group, we measured independent and dependent variables a certain number of times. If I plot the relationship between ...
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Need help with fixed and random effect negative binomial models in R [closed]

This is my first time asking a question here. I am trying to develop a relationship between number of accidents on a road segment and some geometric and traffic variables. I have total 7 years of data ...
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Constant and fixed effects in all sample versus subsamples

I have a panel regression for countries. There are two groups of countries, rich ($k=1$) and poor ($k=0$). The equation is: $$ Y_{ikt} = c_k + \lambda_{kt} + X_{it}\beta{k} + e_{ikt} $$ $\lambda_{kt}...
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Equation for Cross-Sectional Pooled Data or Panel Data with Multiple Group Dummies

I am trying to write the correct specification for the following models in a setting where the administrative structure consists of provinces, districts, and neighborhoods, in that order. A cross-...
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Bootstrap and Prediction Confidence Interval

I have a question about how to use bootstrap to generate the confidence intervals for my model predictions. I do not care about the confidence intervals of the single parameters of the model (indeed, ...
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When and why should we use Tobit Regression model?

I am trying to find out determinants of corporate cash holdings for a panel dataset of 1696 firms over a period of 21 years. The dependent variable is the ratio of 'Cash and Cash Equivalents' to '...
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1answer
42 views

Interpreting Regression Coefficient

I am using panel data and I have a very simple regression equation of the following form: $y_{st} = \alpha_s + \beta_t + \gamma F_{st} + \epsilon$ Where, $y_{st}$ is my dependent variable (...
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1answer
33 views

Can I report fixed and random effects outcomes in one paper?

I am a health economist working with panel data for a paper I am working on, I use Hausman tests to determine if I should use fixed or random effects estimators in my analysis, for some outcomes ...
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84 views

What are the advantages of a random effects model versus a pooled OLS regression with cluster–robust standard errors?

Both models allow for explanatory variables that are time-invariant. I had thought that the advantage of a random effects model might be related to the fact that random effects models mitigate ...
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1answer
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ANOVA: Non-significant main effect with significant post-hoc test?

I need some help in interpreting a situation in a 4-way ANOVA where a given factor does not show up as significant in the omnibus model, but the post-hoc comparison between categories of that variable ...
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1answer
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Predicting Dependent Variable with Fixed Effects Model

I am currently working testing the effects of aid on inequality. I am using panel data, and the model looks something like the following: ...
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32 views

How to formulate the regression model in R for trials in agriculture over multiple years?

I'm working in a research facility for agriculture where we do a lot of trials that continue over several years. For the example below i tried to find out how to formulate the regression model so ...