All Questions
3,081 questions
3
votes
0
answers
69
views
aggrregated vs. non aggregated data
I am running a TWFE logistic regression to regress a company's exit status, meaning 1 if the invested company had an IPO and 0 if not. I am running the following code specification:
...
- 31
0
votes
1
answer
49
views
why to add the interaction of two fixed effects in regression
A general question raised during my study.
For example, we are estimating the effect of X on Y at individual level. Then it is intuitive for me to add state fixed effect and year fixed effect in the ...
- 141
3
votes
1
answer
142
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In multilevel logistic regression, can pooled data return significant variables when the same variables in stratified data are not significant?
I have analyzed some secondary data that relates to Plasmodium infection at three forest sites: inside the forest, at the forest fringe, and outside the forest.
The outcome variable is infection with ...
- 171
1
vote
1
answer
27
views
Fixed effects: is there more?
I'm following the tutorial Fast Fixed-Effects Estimation: Short Introduction of the R package fixest.
The very first example is:
...
- 2,433
0
votes
0
answers
11
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Understanding the Role of Firm Fixed Effects (a_i) in Panel Regression
I'm seeking clarification on the use of firm fixed effects $a_i$ in the following panel regression equation:
$$y_{it} = \beta_{i}x_{it} + a_{i} + u_{it}, \quad t = 1, 2, \ldots, T$$
From my ...
- 83
3
votes
1
answer
211
views
Using participant-specific slopes in correlations and dependent variables in subsequent models
I have been asked to review a paper where the authors have intensive longitudinal data (several observations per day for several days). So they have lots of observations per participant. They do three ...
- 2,825
4
votes
1
answer
60
views
Fixed effects - issue
Suppose I have a longitudinal dataset in which each country $i$ is observed at different points in time $t$. Suppose that my dependent variable is a dummy variable, and I want to estimate the ...
- 309
0
votes
0
answers
47
views
Fixed effects in dyadic panel data, development aid
I'm working on my thesis project and wondering which fixed effects to include in my panel data analysis. My dataset is of dyadic structure (one column indicates donor country and one column indicates ...
- 1
1
vote
0
answers
74
views
Statistical significance of hierarchical (multi-level) associations
Association rule mining is a common technique in Data mining used to find itemsets which appear together very frequently in large transaction databases (e.g. in Table 3 we see that in a transactions ...
3
votes
0
answers
18
views
How to nest multilevel model (or to nest at all)?
I'm trying to handle some data and get some insights from it.
The data includes a binary outcome variable, so I am using glmer.
The relationship is whether age groups are more likely to engage in the ...
- 31
0
votes
0
answers
26
views
Inlcuding grouping controls, which are based on the explanatory variabels, in a random effects model
Background
I have (unbalanced) panel data of a set of agricultural firms. I am attempting to estimate the effect of the surface area of crops (wheat, potatoes, onions, sugar-beets, corn) on the fixed ...
- 528
0
votes
0
answers
30
views
Comparing Hierarchical regression models from the same sample
I'm running a survey where I'd like to compare three models with the same set of variables except for the moderator.
I'm looking for the strongest interaction effects as a foundation for subsequent ...
- 153
0
votes
0
answers
28
views
Within transformation vs. first differencing in the over-identified case
I have the following fixed effects model:
$S_{it}=D_{it}'\gamma + \alpha_i + \epsilon_{it}$
My textbook says i can use first-differencing and derive a moment function that overidentifies $\gamma$ for ...
0
votes
0
answers
115
views
Fixed effects regression drops estimates due to collinearity for more aggregated FE, but not for less aggregated FE
I am running a fixed effects regression in r using the fixest package with a few different settings. I cannot provide data that replicates the errors, as the ...
- 65
0
votes
0
answers
19
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What is a good measure of the effect size of group difference in a multigroup multilevel model?
Consider that you have a multilevel model measuring students' mathematics knowledge. The students are nested within classes, and classes are nested within schools. Additionally, we want to examine the ...
- 377
0
votes
0
answers
35
views
Event study using Panel data or Fixed effects
I am looking to analyse the impact (causal effect) of a conflict on firm valuation (using daily prices) for a sample of around 800 firms (I currently have this data over a sample period of around 365 ...
- 3
0
votes
0
answers
54
views
Binary logistic/logit regression on multilevel (hierarchical) data (in python)
I'm trying to run a binary logit regression on hierarchical data using python, and I cannot find a way to do that. Any help is appreciated.
The dataset has the following variables:
Accuracy, the ...
0
votes
1
answer
51
views
Interpretation of interaction term coefficient in fixed effects estimation
I have balanced panel data for 14 industries and 21 years. The data consists of several variables with annual observations. Based on theoretical reasoning and visual data inspection I assume that ...
- 3
2
votes
1
answer
36
views
How this categorical variable have no reference value?
I'm reading the vignette for fixest
After fitting this model for trade between countries:
$E\left(Trade_{i,j,p,t}\right)=\exp\left(\gamma_{i}^{Exporter}+\gamma_{j}^{Importer}+\gamma_{p}^{Product}+\...
- 2,433
0
votes
0
answers
44
views
Panel Event Study
I want to perform a panel data event study using quarterly data. I have collected time series data on stock prices for approx. 1000 firms from 29 different industries over a 365 day period. My goal is ...
- 3
1
vote
1
answer
143
views
Instrumental variable for panel data
I am trying to quantify the effect of financial sanctions on cross-border capital flows. I have built a dyadic dataset of sanctions and capital flows by country pair and year. My sample period spans ...
- 11
2
votes
1
answer
668
views
How to choose between plm() and feols() for fixed-effects model
I have a panel dataset and ran two fixed-effects regressions. I use two R functions, plm and feols. My models are:
...
- 97
0
votes
0
answers
13
views
Does this linear panel regression make sense to examine the effect of an event?
I am using survey panel data and a linear fixed effects model with an event dummy variable to examine the effect of Biden visiting Ukraine on the concern of the US citizens about US getting more ...
- 1
0
votes
0
answers
30
views
How to compare the importance of fixed effects with that of explanatory variables
My dependent variable is a share of workers on long term contracts. I test the effect of 10 variables, including topographic factors, population density, availability of alternative employment ...
- 97
1
vote
1
answer
69
views
Clogit and no variation in strata
Suppose that I want to identify a causal effect with panel data. The dependent variable is dichotomous so I use a conditional logit with survival::clogit in R, with ...
- 17
0
votes
1
answer
102
views
How do I choose a spatial unit for fixed effects model
I have a panel dataset of 40,000 observations, that is 8,000 parishes and 5 years. When I run a fixed effects regression, using parish as a spatial unit, it shows negative adjusted R2 and rather ...
- 97
4
votes
1
answer
34
views
How to code for a mulitgroup analysis concerning two catagorical variables
I have a question on syntax for Mplus.
I am running a multivariate latent growth curve with 7 repeated measures, variables X and Y (diagram attached). I also have two grouping variables, sex and ...
- 315
0
votes
1
answer
44
views
Random effect variance with or without fixed-effects intercept
I'm fitting some hierarchical models in R using lmer, and am trying to understand why the results change as they do when I either include or exclude a fixed-effects ...
- 13
0
votes
0
answers
47
views
Fixed effects difference in differences issue
I am currently conducting a difference in difference (DID) analysis and fail to understand the benefits of fixed effects models in such cases. I ran a regular DID model with three regular independent ...
1
vote
0
answers
14
views
I have a significant change in my outcome with the opposite sign in the lead period. Is this an issue?
Suppose I have a negative significant effect of a variable x on y. Also negative significant effect of the lag ie variable L1.x on y . But I get a positive sign significant effect on y in the future ...
- 11
2
votes
1
answer
56
views
Multilevel model with random subset of conditions per participant
I have a repeated measures experiment with 5 factors each with 3 different levels. I'm trying to figure out a way to reduce the demand on participants by making them not have to sit through every ...
1
vote
0
answers
115
views
Calculation Interaction Effects, Plot of Fixed Effects Model with interaction terms
I'm working with panel data using the plm package in R to estimate a fixed effects model that includes interaction terms. I'm currently able to get my model results using plm and display them with ...
- 11
1
vote
0
answers
45
views
3
votes
1
answer
614
views
How to add interaction and covariates to linear mixed effects model in R
I have some data ($x$ and $y$) collected over multiple days for multiple people. I want to test whether the contemporaneous associations between $x$ and $y$ (measured daily) is stronger depending on ...
- 31
1
vote
0
answers
276
views
How to perform multilevel moderated mediation analysis with {mediate}
I'm attempted to run a multilevel moderated mediation analysis in R using the mediate package. Some details on my sample:
I have an experimentally manipulated ...
- 11
0
votes
0
answers
27
views
What happens to the parallel trends assumption when we estimate unit fixed effects at the micro level in TWFE?
I am a bit confused about the recent difference-in-differences/ two-way fixed effects literature.
For example, in this paper the authors analyse a policy effect that happened at a state level on ...
- 11
0
votes
0
answers
26
views
Single or Multiple Bivariate analysis?
For the data structure, we are fitting the multilevel model to the data. Before fitting the model, we are eager to do bivariate analysis so that we can keep those independent variables in the ...
- 309
4
votes
1
answer
93
views
Advice on optimal random-effects structure for not fully crossed repeated-measures design?
I have a study that is designed such that it seems to straddle a within- and between-subject design. I posted about this previously here, but at that stage I was hoping for a simple ANOVA-like ...
3
votes
2
answers
110
views
Better understanding of "within" and "between" in multilevel models
In my work I mostly use latent variable modeling, but due to a recent project, I now have to also use a multilevel model. I have a situation where latent constructs of geography knowledge (measured ...
- 377
1
vote
0
answers
76
views
How to remove non-constant seasonality in panel data?
I have a panel data with daily crime rates over seven years. In my regression I control for year, month-of-year, and day-of-week fixed effects (as well as county fixed effects). However, the residuals ...
- 71
0
votes
0
answers
97
views
Conducting a moderated multilevel mediation with more than two levels in R
I'm trying to conduct a moderated multilevel mediation model in R, but I'm still a pretty junior graduate student and I've only ever done mediation with lavaan. My outcome variable is cortisol, for ...
- 1
1
vote
1
answer
53
views
Getting a very big relative risk ratio value
We have fitted a multilevel multinomial logistic regression model to our data. We have obtained relative risk ratios(RRR). For most of the independent variables RRR have usual values, like 0.49, 0.78, ...
- 309
0
votes
0
answers
53
views
Meta-analysis: estimating partial correlation coefficients using estimates from multi-level analyses
I would be very grateful if someone could offer some ideas or point to relevant literature on the calculation of partial correlation coefficients (PCCs) using estimates from multi-level analyses.
...
- 1
2
votes
0
answers
57
views
Power sizing when sampling from a group with known subgroups
I need to do a power analysis of a group that is composed of three subgroups.
The measurements to sample are difference measurements between two dogs of the same breed rated side by side. Dogs are ...
1
vote
0
answers
169
views
How to run fixed-effects model on survey data in R?
I have two periods of panel data and I am trying to see if coefficients change over time. I would like to control for individual-level heterogeneity, but not sure how to do it with a complex design ...
- 23
2
votes
1
answer
38
views
Why Adjusted R^2 falls if I include both individual and time fixed effects?
I have a (probably simple) question on fixed effects estimation. I am trying to do baseline growth regressions of log GDP per capita against a number of covariates and, in line with the literature, I ...
0
votes
0
answers
24
views
How to select a proper prior to control the time dependent structure of variable?
I am new in analyzing RCT data and not familiar with the techniques that are always used in RCT analysis.
I am analyzing a dataset of a study: An RCT study with 50 participants; the data was collected ...
- 364
4
votes
1
answer
78
views
Multilevel Modeling and Alternatives for Repeated Measures Design
I am conducting a study on the effect of different characteristics of urban space on human physiological response. The study is a "repeated measures" design. For this example, each of 5 ...
- 135
2
votes
2
answers
214
views
Mixed-effects model of nested time series [closed]
I have time series data for a variable from different climate models, each with multiple runs using different initial conditions (ensemble members). A small subset of the data to see how its laid out (...
- 123
4
votes
1
answer
244
views
Event study renders treatment effect significant
Currently, I am working with crime panel data (county-day level over several years) to investigate the effect of police presence on crime. I use an "exogenous" increase in police presence ...
- 71