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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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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Fixed effects models and linear trends [on hold]

The short story: I have panel data and want to estimate a linear trend using a fixed effects (FE) model. However, the plm package in ...
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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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time-varying country fixed effects [closed]

I am trying to estimate panel data gravity model in R and I need to implement time-varying country fixed effects. How can I do it?
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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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7 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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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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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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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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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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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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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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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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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 ...
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Event Study: Event time coefficients vs post change coefficient

I have an event study regression with an unbalanced panel. I include unit and time fixed effects as well as a linear time trend control: $Y_{st} = \sum_{\tau \neq -1} \delta_{\tau} \mathbf{1}(YS_{st} ...
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Papers regarding panel data with autoregressive errors

I've been playing around, using the fixed effects and first difference models to estimate regression coefficient for DGP:s that have autoregressive error terms, and I'm wondering if anybody knows of ...
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Question about interpretation of a fixed effects model

I am trying to see the impact of a group of similarly-minded policies and programs which were introduced at various dates in various Canadian provinces on a measure of student satisfaction. I plan to ...
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Meta-analysis pooling an n-of-one study with a (slightly) larger study - can/should it be done?

I'm performing meta-analyses of a continuous measure based on clinical studies. For one subgroup of interest, there are only two studies available: one with n=5 patients and one with n=1 patient. ...
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Setting up fixed effect regression with specific baseline comparison group

I'd like to set up a fixed effects regression equation where the coefficients and standard errors can be interpreted to represent a specific comparison that I am interested in. That is, I want to ...
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Is there no way to include “industry fixed effects” in an FE regression?

Dear statistics community, I am running a model in Stata of the following form: xtset CompanyID Year, yearly xtreg firm_profitability firm_investment_strategy firm_size, fe vce(robust) I would now ...
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Regressing the “fixed effect” on time invariant characteristics. Is it possible? [duplicate]

I would like to use estimations of "fixed effect" from my panel data model as a dependent variable and study whether this depends on time invariant characteristics. I've not been able to find an ...
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Clustered standard errors in R

I have data on US states across 10 years connected with accidents. Traffic fertility is my dependent variable, independent variables are: age, alcohol consumption, rainfall, number of miles travelled ...
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Event studies: Panel OLS vs cross sectional OLS vs FE

I'm currently working on my bachelor's thesis, where I'm investigating the effect of surprise interest rate decisions on stock prices using an event study approach similar to Bernanke and Kuttner (...
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What is the regression equation for this model I have built on Stata?

I know this is an easy question but I'm trying to get the format for the regression equation for a country and year fixed effect model I have built on Stata. My code is as follows: ...
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Exposure/offset variable in Poisson regression with many fixed effects

First time here on CrossValidated! My question concerns the inclusion of an offset variable in a Poisson regression. I have panel data and my outcome is 'count' distributed. My cross-sectional unit ...
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Fixed effects model and diagnostic

I try to estimate fixed effects model in Stata and I have some problems with interpretation of my results. My panel data consists of 700 observations. Five variables have significant impact on ...
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Fixed Effects model

I am trying to understand the fixed effects model. $ Y = D\alpha + X\beta + \epsilon$ Where $\alpha$ is the fixed time invariant effect. If we model this using Frisch Waugh lovell partitioning ...
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panel data- group discrimination- in public and private sector

I have a two period panel data. I am trying to find how gap in wages for blacks relative to others has changed in the public sector and private sector. I am confused with few methodologies and ...
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Confusing generalized linear mixed effects model

I am working on a clinical trial where the key question is “does treatment 1 work better than treatment 2 on Eyes”. In this study 90% of patients received treatment on both eyes and 10% only on one ...
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1answer
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Within panel estimator - how to perform standard error adjustment?

I am fitting a within panel model via glm in R and I am trying to understand standard error adjustment as in plm package (to account for loss of degrees of freedom via demeaning): Consider the ...
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2answers
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Regression for individuals grouped using fixed effect

I have some questions about how to define my regression. So, I want to use fixed effect model in order to estimate the effect of trade openness on gini coefficient. I include 58 countries including ...
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Including constant variables in fixed effects

Question Should I include constant categorical variables in a fixed effects regression? Context I have a panel dataset of businesses. The variables include: panel details: id, year demographics:...
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Parallel trend assumption in diff-in-diff and fixed effects models

What happens if the parallel trend assumption between control and treatment groups (diff-in-diff) or between individuals (individual-level fixed effects model) is not fulfilled?
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Replication of Stata commnad in R

I am not very good at working in R, usually I am working with stata. I just need to replicate one study in R. The command, which I need to replicate from Stata is : ...
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132 views

Poisson Regression in R with individual fixed-effects and month/year fixed-effects

I'd like to use a fixed-effect Poisson Regression model to examine whether opting into 2 different schemes (specified as dummies in my model) can lead to increased exercise. I have longitudinal data,...
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Small N Small T Panel Data - options?

I have Panel data for 21 counties over 11 years. Most literature seems based on either small T and large N or small N and large T. I tried applying a fixed effects model (one-way, individual) to the ...
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How to recover fixed effects in two-way panel regression after within transformation

Individual effects only When I want to estimate a fixed effects model without time effects of the form $y_{it} = \mu_i + x_{it} \beta + u_{it}$, I can estimate the coefficients $\beta$ and $\mu_i$ ...
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Are fitted.values available in pglm?

I am using the pglm function in R to fit a Poisson fixed-effects model. According to the documentation, the pglm object should have fitted.values. However, fitted.values(model-name) returns "NULL". ...
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Missing values while using fixed effects model

I have household-level panel data from two time periods. I found out that a good portion of my households have missing values in some variables that I need to control for, in the second time period. ...
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What is the cost using a fixed effect approach when cov(ai,Xit)=0 in panel data?

I wonder what the cost of using fixed effect approach is when cov(ai,Xit)=0. I know the assumption is cov(ai, Xit) not equal to 0, but I don't know the cost of it.
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Difference-in-differences with individual-level panel data

Main Idea I want to estimate the effect of a treatment that affected a group of individuals that are scattered over a larger geographic area in a short matter of time (a week) via DID. I have reason ...
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122 views

Which R-squared value to report while using a fixed effects model - within, between or overall?

I am using a fixed effects model with household fixed effects. I just added a year dummy for year fixed effects. Here below is the Stata result screenshot from running the regression. In the ...
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3answers
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Mixed models. Random slopes only, mean and group centering?

Are random intercepts a theoretical/practical prerequisite to random slopes? Why? I have a three level (rep measures) mixed model where I wouldn't expect lvl 3 variation in initial status of outcome ...
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Interpretation of coefficients for DV in shares

I very ensure about following interpretations, hence I would be very thankful for any advice. Let's say that my dependent variable is a percentage of managers in total employment ((managers employed ...
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Standard errors in fixed effects regression using R

For my master thesis, I want to examine the relationship between consumer credit loans and house prices in Norway after a policy change in mortgages from 2017. To do this I've set up a pooled (...