# 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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### Do demographic variables need to be standardized when population size is included as a covariate?

I am doing a fixed effects regression where the dependent variable is number of people in an treatment facility in a given state/year. We are also including a population size control variable. I am ...
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### 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 ...
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### Adding year dummy to a fixed-effect model for <monthly> panel-data

Working with a panel dataset (n=50 units, t=20 years at the monthly level = 240), I am fitting a fixed-effects model while controlling for the seasonality by monthly dummy variables. I defined the ...
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### Estimating bias on dynamic panel for fixed effects estimators

I need to replicate the following table using Stata: I generate $\mu$, $v$ and $y_0$ as $(N(0,1))$ for each T. Then I generate $y=\alpha*L.y+\mu+v$. I run "xtreg y L.y, fe", calculate the bias, and ...
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### How should subpopulations be modelled if I can't discern any difference?

Every autumn, about 3-7 animals were located and tracked with GPS, and responses $y$ were assembled. This happened 5 years in a row. Plotting, I can see some obvious differences between these 5 ...
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### Modeling fixed- effects without interaction terms

I'm trying to model a linear mixed effects model but whenever I tried to model interaction terms my model gives error about convergence. Although I tried to increase the number of iterations as ...
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### Panel data model for time variant Y with time invariant X?

What is the appropriate panel data model when you have time dependent Y, but the X's are time-invariant (apart from the implicit time variable itself of course)? My desired model is analogous to the ...
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### Obtaining group-level estimate of quantity, for e.g. correlation

say I have multiple estimates of correlation between source A and source B, for multiple subjects. the number of estimates vary between subjects. for example, subject 1 might have 10 estimates of ...
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### Testing between levels of random effects in nested models

I read a paper recently which was using a nested anova design to investigate differences in fish within rivers. Their response variable was continuous (weight, in grams). There were two categorical ...
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### Mixed-effect output of lmer showing more slopes than anticipated

My data consists of a numerical, continuous variable and 4 independent variables, plus two sources of random variation. I am running mixed-effects model in R with the ...
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### ARMA models if I have X_t on LHS and X_t-1 on RHS? Or is fixed/random effects ok?

I have run a model in which I have stock returns at time t on the LHS and volatility, which depends on stock returns in t-1, t-2, ... on the RHS. Meaning, I dont have the same variables on both sides ...
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### Substantive effects too large in linear regression

I am running a model where I regress the change in a party's vote share on a party-level policy variable, a country-level variable that counts the number of effective parties in a political system, ...
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### Fixed-effects regression on data without a longitudinal component

Is fixed-effects regression invalid if you don't have panel data? My study is about the impact of microfinance loans in poverty alleviation.
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I am using panel data with individual-level fixed effects (i.e. I have one observation per person per period, multiple periods, and am including a fixed effect on the individual to control for ...
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### Insufficient number of observations in cross-sectional dependence tests in Stata

I am analyzing the impact of 3rd and 4th division soccer teams (1), their stadiums (2), and their affiliation to 1st & 2nd division teams VS. independence (3) on per capita GDP on county-level ...
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### interaction effect in linear mixed models - interpretation

I ran the following model: ...
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### Memory problem with areg

(Not sure if this is on-topic here?) I'm trying to regress a model with group-time fixed effects, and many dummies. ...
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### Arellano cluster-robust standard errors with households fixed effects: what about the village level?

Consider the following regression line: $y_{i,t}=b_0+b_1X_{t,g}+a_{i}+e_{i,t}$ where $y_{i,t,g}$ is the consumption of household $i=1,..,N$, at time $t=1,...,T$, $X_{t,g}$ is a weather index ...
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### When is OLS and FD equal?

I am running an OLS and FD regression. The estimates (on the parameters that appear in both models) are exactly equal, how can this be? By FD I mean: OLS applied to the first difference of the ...
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### Stata: Test if fixed effects are needed

In Stata, what is the command I should use to test if fixed effects are needed in my panel data regression? The output to test for redundant fixed effects should be Cross-section F-Test Cross-...
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### Bayesian fixed effects model and invariant variables

Within a fixed effects approach, the effects of invariant variables cannot be estimated. Their effects are captured by the fixed effects. However, when I estimate following Bayesian fixed effects ...
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### How to apply heteroskedasticity and autocorrelation tests to panel data in eviews 8?

I am trying to test for heteroskedasticity and/or autocorrelation in my fixed effects panel regression in Eviews 8. There do not appear to be the necessary tests available. The Breusch-Pagan LM test ...
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### Predicted values for fixed effect quantile regression

I'm currently working with the method proposed by Koenker (2004) and Lamarche(2010) on fixed effects for quantile regression, for this I'm using the RQPD code in R. I would like to get the predicted ...
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### Larger coefficients (economically) or flipped sign when using fixed effects instead of OLS?

Is it possible to get a larger coefficient (either a larger negative or a larger positive) when moving from OLS to a fixed effects regression? Furthermore, is it possible/likely for a coefficient ...
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### High kurtosis, skewness and outliers

Currently I am working on my master this which is about excess returns (Sharpe ratio) of Asian REITs. I just transformed all the data in variables which are ready to use in SPSS. In the panel data ...
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### Fixed effects interpretation

If I have a fixed effects model where data is separated by states over time, how would the coefficient interpretation on variables differ from an OLS interpretation? And how would I interpret the ...