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 get first difference of count variable for poisson regression

Poisson regression using Panel data requires the dependent variable ($y_{it}$) to be a non-negative count variable. I need to take the first difference of the dependent variable to deal with reverse ...
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Absorbing fixed effects using gsem in Stata

I am trying to run a Poisson fixed effects model using a Stata command gsem. Basically I want to duplicate the results from the following command after setting a panel data ...
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Clarify the use of fixed and random effects in nested design

I want to make sure that i am thinking about my analysis correctly. Suppose I measured measured the concentration of 7 elements in a bunch of Lakes. I took between 8 and 12 observations per Lake (i.e.,...
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The difference in interpretation between a country and a year dummy, a country-year dummy and both

I am trying to expand my knowledge about the different interpretations of combinations of fixed effects. I am using a pooled cross section dataset with observations at the firm level. The dataset ...
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14 views

Linear Mixed Models for Variance in Repeat Measurements

I am measuring blood pressure in patients and controls. Two measurements of blood pressure are taken on two different days (for a total of 4 measurements). I would like to be able determine what is ...
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Should I use fixed or random effects?

I have a healthcare data set with one (six meter walk test) and two predictors (baseline six meter walk test as a covariate, and days of treatment). We want to know if 6MWT improves over time (using ...
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Inter-rater agreement (raters >2) of non-random items

I ran a survey where participants (P) had to choose one category out of six (C1-C6) for each of five items. The data looks like this: ...
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How to deal with treatment variable which is determined by the outcome variable

I have a categorical treatment variable, MessageType, that has 12 different values. The outcome variable, Crash, sometimes determines these values. So more crashes lead to certain types of messages, ...
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PanelMatch. Help me [closed]

I value longitude data RLMS. I have data https://drive.google.com/file/d/1jyTMXXY1nBmfheR9XA_5a1znKsvnYC_J/view?usp=sharing I want to divide people into two groups:the treatment group and the control ...
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Difference between two-way fixed effects and interaction of effects

I would like to gain some intuition on the differences between models using various fixed effects specifications. This question relates to this one by me: Three way fixed effects vs combining two of ...
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Why post main effect being subsumed into the time fixed effects

In the DD equation, I have Treat indicator and Post indicator. The model also includes state fixed effects and year fixed effects. Is it necessary to omit Post variable (thus only Treat and Treat*Post)...
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Performing a Mediation Analysis for Fixed Effects Model in Python

I want to perform a mediation analysis with a fixed effects model as base model in python. I know, that you can perform mediation analysis using statsmodels' Mediation module. But fixed effects models ...
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Transformation of a fixed effect?

I'm working with a data set where I relate the response variable weight gain/loss (it goes from -110 g to 150 g) to multiple explanatory variables. It looks like this: lmer (weight.difference ~ A * B ...
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Correct estimation of regression model

I am making model to analyze migration from third countries (together 20) to Slovakia, Hungary, Poland and Czechia. I created panel dataset for each pair of country. For example Ukraine-Slovakia, ...
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Adjusting standard errors for *both* heteroskedasticity and clusters in MATLAB?

My data is not exactly a panel, so I can't use the Panel Data Toolbox. It is over time (years) but not for the same industries. For example I have multiple rows with same industry in one year, and ...
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How to deal with variables that are follow ups of prior questions when using panel data? [duplicate]

I have a panel data set where one of the variables is employment status is where 1= employed and 0 = not employed. The other variables are for those who have employ=1, such as place of employment, ...
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What is the difference between region, year and region-year fixed effects?

I found a paper on the effects of immigration on house prices, it uses fixed effects as a model. When looking at the results I found that the models use region fixed effects while some use year fixed ...
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Robustness checks for fixed effects model

So I'm estimating a fixed effects model using plm that looks at the effects of immigrants on house prices in different districts over several years. And I was ...
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Instrumental variables: Fixed effects only in the second stage?

I have been under the impression that for a 2SLS FE model you got to have the fixed effects in both stages. So if you have a time invariant instrument you can forget about your FE, as they already ...
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LM vs PLM results in panel data estimation

I'm estimating the effect of immigration on different house prices using panel data, I'm using a simple OLS model with fixed effects. I ran an lm function before ...
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The definition of a constant term in a fixed effects model

Is it considered necessary to include a constant term in the definition of a panel data model which. among other regressors, includes a variable representing fixed effects?
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Backcasting or Not?

I'm doing a research about the relationship of Female Wage Gap and Internet from 1995-2018 (yearly) with fixed effect model. I found some missing data from 2 variables in 1995-2000. Should I do ...
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How fixed effect's mechanism works

It is stated in my econometrics book that fixed effects and first differences estimators when t=2 produce the same result. Trying to demonstrate this statement has led me to see that I haven't ...
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Should I use OLS of fixed effects for this model for estimating level of immigrants?

I'm trying to estimate this model on immigration levels I found in a paper and I'm not sure if they used OLS or fixed effects, it says that its a simple OLS but then mentions adding the country fixed ...
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In a regression, will one biased coefficient bias the other ones?

Say I'm estimating a regression of several variables through FE estimator, $$ y_{it} = \alpha + v_i + \sum_{j} \beta_j x^j_{it} + \epsilon_{it} $$ and I have reason to suspect the $k$-th variable to ...
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What is the Frequentist definition of fixed effects?

Bolker (2015) writes on p. 313 that Frequentists and Bayesians define random effects somewhat differently, which affects the way they use them. Frequentists define random effects as categorical ...
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Why do you not adjust standard errors at the individual level when autocorrelation is given?

I'm currently writing my bachelor thesis in behavioral economics and lately, I've been stuck with the following two sentences from Bellemare and Shearer (2009): Reported standard errors are ...
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Running a first differenced model that accounts for time fixed effects

I have a panel database and I would like to run a dynamic model that accounts for both unit and time fixed effects. For reason related to the structure of the panel, I want to run a model in first ...
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Is it okay to use fixed effects estimation while the variables are differenced?

Is it possible to estimate a model, using fixed-effects while differencing the data before estimating? so, for example, this model is it okay to use fixed effects estimation while the variables are ...
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Keeping an insignificant control variable (with little variation) in FE Regression?

I am running a FE regression with state-level data focusing on the impact of a particular law. I have two control variables for different laws that are binary indicating if the law was in place in ...
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Fixed Effects OLS Regression: Difference between Python linearmodels PanelOLS and Statass xtreg, fe command

I'd like to perform a fixed effects panel regression with two IVs (x1 and x2) and one DV (y), using robust standard errors. In Python I used the following command: ...
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Diff in Diff and FE

I have repeated cross sectional data from the 2003, 2008 and 2014 waves of women aged 15-49. Here is the set up: I am using a difference-in-difference specification, where my post variable equals 1 ...
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Panel data regression with constant variables

I know there are good threads on this topic already but I would appreciate some more clarification. I have a panel of data of 38 countries with 8 variables for a period of 14 years, now ...
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Structural breaks in panel data

Traditionally among practitioners in my field (economics) structural breaks are usually considered problematic in time series analysis and forecasting but not as much in panel data analysis and non-...
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Combining two studies of different types

Initial Setup In a specific experimental design, there are two treatments and two study sites. Suppose we have the model \begin{align*} Y_{ijk} = \beta^\intercal X_{ijk} + \mu_i + \nu_j + \eta_{ij} + ...
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Population-Average vs Subject-Specific Interpretation in 3-Level Mixed Effects Model with Random Intercepts

Most of the population-average versus subject-specific interpretations I've come across refer to 2-level mixed-effects models, but in practice, we may encounter situations where we have to provide ...
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1answer
97 views

Linear probability model with fixed effects?

If I want to estimate a linear probability model with (region) fixed effects, is that the same as just running a fixed effects regression? Maybe I'm getting tripped up with the language and whether I ...
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What's the advantage of panel data regression over multiple individual ones?

Given a panel data (a repetitive observations over a bunch of entities) $X_{i,t}$ and $y_{i,t}$, where $X,y$ are independent and dependent variables, I am wondering which one of these two -- panel ...
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What is the difference between “including fixed effect” and “including control variables”?

In this paper Heider, Florian, and Alexander Ljungqvist. "As certain as debt and taxes: Estimating the tax sensitivity of leverage from state tax changes." Journal of financial economics 118.3 (2015):...
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Time and/or spatial fixed SDM model estimation

I am trying to make a research about determinants of local development with the SDM model. The theoretic framework, but also the empirical evidence point to the SDM model. I am doing my reserach in ...
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Difference in Differences with Multiple Time Periods and Multiple Treatment Periods

I'm working on a panel data difference in differences model where each unit (country) is observed every year. In any year, a country can be engaged in a war (treatment), a militarized interstate ...
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STATA: Year fixed effects unbalanced panel data

I am studying fund performance and trying to regress funds performance on the performance of previous funds by the same PE firm. The data I have is basically panel data, but it is highly unbalanced (...
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1answer
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Is it possible to extract fixed effects from the general FGLS fixed effects model? [closed]

When I use pggls commmand for general FGLS estimators for panel data from R package plm model, ...
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regression specification on a panel data

I am trying to build a regression on this topic: Does european countries with private universities system have an impact on social inequalities? So I have a panel data for the 28 european countries ...
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How to compare effect independent variable over 2 periods?

For my thesis I examine the effect of producing renewable energy on firms in the energy sector. In this, I want to compare the effect of the independent variable Renewable Generation between period 1 (...
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How to choose between FE and BE model

I am reading the book: Baum, C. F. (2006). An Introduction to Modern Econometrics Using Stata (Stata Press, ed.). In particular Chapter 9 treats panel data and explains the Fixed Effect (FE) ...
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Different fixed effect models

I am stuck at understanding the difference between different types of fixed effect models. In particular, what is the difference between: A two way fixed effect model in the form of $$y_{it} = \...
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29 views

Difference-in-difference using tobit regression with mediation (controlling for fixed effects)

I want to conduct a mediation analysis in a difference-in-difference setting. I want to determine which element of the policy was effective. My difference-in-difference is based on a matched sample ...
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How to regress fixed effect model when sample is split in 2 periods (with interaction terms)

For my thesis I try to examine the effect when a firm generates more renewable energy on its cost of capital. In this I want to see what the difference in effects are in the period 2002-2010 and 2011-...
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Regression - Interpretation of coefficients and probability

I am very confused about the output of my regressions. First of all, I am not even sure if I could divide my sample as I did, meaning that by subsampling as I did the variable ESG score is both ...

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