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Regression that includes two or more non-constant independent variables.

3 votes
1 answer
138 views

Projection vs fixed effects

Suppose I have $n$ observation indexed by $i$ and that each observation is part of a group $g$. I want to compare two regressions. First regression: $$ Y_i=\beta X_i + \alpha F_{g(i)}+\varepsilon_i $$ …