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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Compare country-specific effects in a time fixed effects model with company observations

I am analysing the effect of employee education (EE) on corporate financial performance (CFP) in a fixed-effects model. I have data for American and Chinese companies and I have the following equation:...
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8 views

Why significance can change from fixed time effects to both fixed time and cross sectional effects?

I am currently carrying out my master's thesis research about the impact of operational risks in the capital adequacy of european union banks. I have a dated panel OLS regression model w.r.t. banks ...
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24 views

Panel regression with fixed effects and implementation in R

I am currently working on my Master Thesis and I am trying to reproduce the panel model of Chiang (source: Chiang, C.-H. 2009. Trading Volume, Returns and Option Expiration Date. Working paper.) in ...
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7 views

Phenotypes adjusted by Fixed effects - How to adjust a Covariate - R

Using as an example this file: ...
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17 views

Panel regression in R - variable dropped after processing

In the context of my Master Thesis, I need to evaluate the option expiration effect (third Friday of each month) on the trading volume using R. Since I have daily trading volume observations for a ...
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12 views

Linear Regression: Identify contribution of each covariate for a given prediction

I have a fixed effects regression model. I can look at the coefficients of the model to identify, broadly, how they affect my response. However, I'd like to determine an attribution model thereafter ...
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18 views

Effect of control variables on treatment effect in fixed effects model versus difference-in-difference

I would very much appreciate if someone could explain to me intuitively the following: Lets say I have an arbitrarily constructed data set (two time periods, 10 individuals). It comprise of four ...
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21 views

Matching with panel data and time-invariant treatment

I have panel data with municipalities in years being the unit of analysis. I want to examine the effect of industrial mining on interpersonal trust on the municipality level. The social trust data ...
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13 views

Fixed effect model

I performed the F test to test the presence of fixed effects in the model. Since p-value = 1, there are no fixed effects. With this in mind, does it make sense to interpret the model's coefficients? ...
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11 views

multiple fixed effects in non-linear model

I'm trying to understand how to include an interaction/multiple fixed effects into a non-linear model. I have a data set with two independent variables (temperature and nutrient concentration) and ...
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1answer
20 views

How to obtain a distribution of the unobserved time-invariant fixed effects in a fixed-effects regression?

I am running a fixed-effects unbalanced panel regression using the plm package: ...
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37 views

Endogeneity, Treatment Bias and System GMM

I use FE/RE Hybrid estimations (Allison 2009) in a three wave panel data, and my 10 independent variables, one of which is my main concern, seems to give expected results. Yet, Vaisey and Miles (2017)...
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25 views

Testing for Nickell Bias

I'm running a lagged dependent variable regression with panel data. There are 5 panel units and 20 years of data. I'm also including unit dummy variables. I know this is potentially a problem, ...
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18 views

Workaround for marginal effects and their significance in panel models when there is no such a package (in R)

I figured out that margins (from R, mimics Stata) is a good way to get marginal effects (and their significance, CI, ...) for ...
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33 views

Difference between Breusch-Pagan test and Honda's test for time fixed effects in plmtest

I am trying to decide whether to include time fixed effects in my model. ...
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37 views

How to calculate the observed absolute treatment effect?

I'm reading this article. The authors indicated that for a random sample of 12 characteristics and 3600 patients affected in tow arms (control and treatment arm), they fitted some treatment effect ...
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1answer
32 views

Panel OLS: regression per industry

I did a Panel data regression with 4,000 U.S. firms of 12 different industries over a period of 20 years. I also included several control variables and controlled for the year and industry effects. ...
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38 views

How to interpret a fixed effect model

I am doing a research for a school project and I have a hard time to interpret my results from a fixed effect model. So far, I found this:Interpretation of fixed effect model (panel data). Though, it ...
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28 views

How to interpret not significant fixed effects?

I tried to make a fixed effect model to see the causal effect of GINI (independent variable) to Criminal violence (dependent variable). This is how I did: I took 2010 data and 2016 data. (t1=2010 and ...
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1answer
22 views

Hausmann test for Fixed vs Random Effects Models

I run a fixed and random effects model with the same variables and got similar results. The Hausmann test indicated (=1) that I should use the Random Effects Model. However, when I added a lag ...
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11 views

OLS and Fixed Effect showing same results

I am currently working on a tax paper and using a panel data of three Asian countries. after running OLS and Fixed Effect both shows the same results. is it possible to have same results? my function ...
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15 views

Explaining Profitability in Banks Using Panel Data Dynamic/Fixed Effects Model

I am currently looking to study the profitability of banks. My 4 independent variables, which are taken from banks balance sheet, are just financial ratios. My time is 13 Years, and I have 21 banks. ...
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13 views

How do you address a key dummy variable if you failed the Hausman test for panel data?

I have a panel model and am primarily interested in the impact of a dummy variable. Unfortunately, my model failed the Hausman test indicating that I should use fixed effect rather than random effect. ...
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51 views

Country and year fixed effects models i.Year vs

My aim is to estimate a model with country and year fixed effects. I both have a variable with the years in long format, and a series of dummy variables for each year. My concern arises because I ...
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11 views

what does it mean by “treat fixed effects as parameters”?

Consider a regression model for $i=1,\cdots,N$ and $t= 1,\cdots,T$. I assume $N\rightarrow \infty$ while $T$ is a fixed finite number. $$y_{it} = x_{it}\beta + \alpha_i + \alpha_t +\varepsilon_{it}, $...
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32 views

compare coefficients from different regression

I estimate the following models using the Hausman-Taylor estimator: $$y_{i,t} = a_{0} + B_1 controls_{i,t} + \beta_1x_{i,t=2000} + B_2 Year_t + B_3 x_{i,t=2000}*Year_t + e_{i,t}, (1) $$ $$y_{i,...
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43 views

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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17 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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138 views

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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30 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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19 views

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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21 views

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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39 views

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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19 views

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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28 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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18 views

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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38 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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18 views

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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1answer
34 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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33 views

Experiment on Qualtrics, simple OLS or Panel with fixed effects?

I ran an experiment that led to the following dataset ...
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36 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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42 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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28 views

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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87 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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28 views

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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23 views

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
38 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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16 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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114 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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4 views

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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