All Questions
30 questions
4
votes
1
answer
33
views
Mixed model (random effects) vs pooled OLS with clustered SE
I have a dataset of country-years. I want to find out whether membership in a particular group, say, EU, has an effect on an outcome, say, GDP.
In my initial model, I estimated a pooled OLS model with ...
- 41
3
votes
1
answer
125
views
Multi-level models and random effects: Still confused
I know that there are many posts concerning explanations of multi-level models, random effects, fixed effects and so on. But after having read through them, and after watching this youtube series by ...
3
votes
1
answer
43
views
Modeling within-person design (items-within-person), need to account for item?
Apologies if this is an elementary question - within-person designs are not my forte, and I am more used to designs in the quasiexperimental econometric tradition.
I have two designs that are the same ...
- 1,185
0
votes
0
answers
23
views
How hierarchical and FE models estimate the number of level 2 groups
I'm estimating a hierarchical/multilevel model and a standard fixed effect model for a cross-national survey, with level 2 set at the country level.
When I look at the outputs for these models however,...
- 11
0
votes
0
answers
35
views
Would a multilevel model (random effects) suit better
I have a question about whether multilevel modeling is appropriate in my situation. I’m working on an analysis looking at the effect of an training camp for factory workers in 20 different factories ...
- 38
3
votes
1
answer
1k
views
Interaction term using year dummy with year & industry fixed effects model
Using a panel data from 2005-2020, I am trying to measure (1) if auditors charge more fees to the clients following a data breach and (2) if the level of response varys over time.
I came up with the ...
- 31
0
votes
1
answer
521
views
How to assess model fit for multilevel SEM (using Mplus)?
According to a preprint chapter by Sadikaj et al. (2019), the standard way to establish model fit for multilevel SEM is (1) develop a measurement model at each level if latent variables are included ...
7
votes
2
answers
10k
views
Should a Hausman test be used to decide between fixed vs. random effects?
I was taught that a Hausman test should be used in multilevel modeling in order to check whether random effects can be used.
However, I have now stumbled over several sources stating that the Hausman ...
- 49
2
votes
1
answer
103
views
How to fit the correct multilevel (logistic) regression?
I want to study the link between hospital competition and mortality. The competition a hospital faces is measured by the Herfindalh-Hirschman index (HHI). So I want to know if a hospital's HHI is ...
- 939
5
votes
1
answer
246
views
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} = \...
- 387
2
votes
1
answer
103
views
How to deal with treatment effect at state level but observations at school level?
I have a panel of schools and I want to estimate the effect of a state level policy on school level outcomes (all schools in a treated state are treated). I can't use a fixed effects model since the ...
- 21
0
votes
1
answer
232
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 ...
- 1
0
votes
0
answers
384
views
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. ...
3
votes
2
answers
2k
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 ...
- 1,100
1
vote
0
answers
38
views
How can I evaluate with R the interaction between a within-subject effect and a continuous variable at the subject level?
Scenario: 62 subjects did a selection task composed of 128 items, that can be divided into four conditions, because each item has a cue and a target (also other options but thats not of interest in ...
0
votes
1
answer
661
views
Interpreting fixed effect time and cross-level interaction time in growth model (multilevel model)
In my dataset time is nested within person. I have done a multilevel analysis with time on the first level and subject on the second level. There is a significant fixed effect of time on the dependent ...
- 1
1
vote
1
answer
1k
views
What is a fixed effect in a mixed model compared to a fixed effect model for panel data? [duplicate]
I am confused about the expression "fixed effect" in the context of mixed models. I am more familiar with the terms like "fixed effects" and "random effects" in context of econometrics and the ...
- 27
1
vote
0
answers
2k
views
Hierarchical panel data: Fixed effects vs. hierarchical linear models vs. mixed models [duplicate]
I have problems about understanding the intuition and differences about when to apply fixed effects, hierarchical linear models (multilevel models) and hierarchical mixed models. I will try to explain ...
- 27
2
votes
1
answer
323
views
fixed effects model with upper level predictors and cross-sectional data
I am using cross-sectional data with the following OLS model:
$$
Y_{(i,j)} = \beta_{(0)} + \beta X_{(i)} + \beta X_{(i,j)} + \beta fixed\; effects_{(j-1)} + \varepsilon_{i,j}
$$
where $i$ stands for ...
- 231
3
votes
1
answer
1k
views
In a Bayesian Hierarchical Model set-up, what is the definition and difference between random and fixed effects?
I understand that fixed vs. random effects have different meaning whether it be in biostatistics or econometrics. I recently came across a talk regarding fixed vs. random effects in the hierarchical ...
- 4,260
9
votes
2
answers
1k
views
What is the best way to estimate the average treatment effect in a longitudinal study?
In a longitudinal study, outcomes $Y_{it}$ of units $i$ are repeatedly measuret at time points $t$ with a total of $m$ fixed measurement occasions (fixed = measurements on units are taken at the same ...
- 6,724
9
votes
0
answers
1k
views
Should I cluster my standard errors even when using a multilevel model?
I've been reading up on multilevel modeling, and have noticed that many sources seem to frame it as an "alternative" to using cluster-robust standard errors.
My question: Are they really alternatives?...
- 91
1
vote
0
answers
362
views
BOTH random AND fixed effects for binary factor in lmer. Pointless?
I once read around here that with binary factors in mixed effects models (lmer specifically), one shouldn't specify both random and fixed effects. The person went ...
- 267
1
vote
0
answers
1k
views
Stata: plotting the random+fixed effects of slopes after multilevel models are fit with `xtmixed`
I am fitting a linear multilevel model of the following form:
Y = b0 * X0 + b1 * X1 + b2 * X2 + b3 * X3 + u
b0 = e0
b3 = e3
The units in the first level are ...
- 121
42
votes
4
answers
80k
views
When to use fixed effects vs using cluster SEs?
Suppose you have a single cross-section of data where individuals are located within groups (e.g. students within schools) and you wish to estimate a model of the form ...
- 553
3
votes
2
answers
186
views
Choosing between count and linear "fixed effects" models when within-variation is not skewed?
Is it appropriate to use a negative binomial regression with fixed effects when the dependent variable appears somewhat normally distributed within each group, but the overall distribution of the ...
1
vote
0
answers
595
views
Panel poisson regressions on rates and values far from 0
I am estimating the effect of some treatment on yearly district-level stillbirths and stillbirth rates and births and birthrates in a panel with district and year fixed effects.
Stillbirths are ...
- 145
2
votes
0
answers
380
views
Multilevel model with repeated data and time fixed effects?
I am using pooled cross sectional survey data to estimate prefernce for redistribution. I have 33 countries for 6 survey rounds covering the periods 2000-2013.
I would like to estimate the effects ...
0
votes
1
answer
271
views
Is this logit model a multilevel model, and what is the correct way to model it?
I am analyzing a sample of about 6000 actions carried out by about 500 multinational companies in about 80 countries during a 6 year period. Actions are carried out randomly, and are not longitudinal ...
- 83
1
vote
0
answers
143
views
A mixture of mixed-model regression and fixed-effects-only regression: what is it exactly?
I have a model with a continuous dependent variable (DV) and 9 independent variables (IVs). My model is a mixed-model, because 7 of the 9 IVs are nested within the two levels of another IV (lets call ...
- 1,363