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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

2 votes
0 answers
916 views

What is the difference between conditional and unconditional fixed effects?

What is the difference between unconditional and conditional (fixed effects negative binomial) regression models? … A similar question was asked for quantile regression here: What is the difference between conditional and unconditional quantile regression? …
0 votes
1 answer
2k views

Fixed-effects using demeaned data: Why different standard errors when using xt/reg?

which asks for getting the same SE in time demeaned regression as in fixed effects. How can I do the same thing in Stata? … =15 drop if union ==. drop if tenure ==. mdesc * Regression with Time Demeaned Data foreach var in ln_wage union tenure age msp{ bys idcode: egen m_`var'= mean(`var') gen tm_`var' = `var …
1 vote
1 answer
993 views

How to model interaction term with squared regressors?

I run a regression with interaction of a squared continuous regressor with a categorical regressor. In Stata the double cross operator ## produces all combinations of my regressors. … Here is an arbitrary MWE: * load data use http://www.stata-press.com/data/r13/nlswork * set panel structure xtset idcode year * fixed effects regression with interaction and square term quietly xtreg …
3 votes
1 answer
431 views

Why use a dummy instead of dropping observations in regression?

Here is an arbitrary example, say I am interested in the effect of emp on gsp at high values of emp: data("Produc", package = "plm") # Linear Regression lm <- lm(log(gsp) ~ log(pcap)*emp + pc + unemp … , data = Produc) # Linear Regression with threshold step dummy Produc2 <- Produc %>% mutate(emp_dummy = ifelse(emp > 1800, 1, 0)) lm_dummy <- lm(log(gsp) ~ log(pcap)*emp*emp_dummy + pc + unemp, data = …
0 votes
1 answer
322 views

When/why are average marginal effects (AME) equal to marginal effect at means (MEM)?

I wonder why my two versions of marginal effects (AME and MEM) yield identical results: webuse nlswork, clear xtset idcode year xtreg ln_wage age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure c.tenu …
4 votes
1 answer
1k views

What is the difference between a linear regression with a dummy variable and two separate re...

I am interested in the connection between a multiple linear regression including a dummy variable (0/1) and two separated regressions split up by this dummy variable, i.e. two distinct regressions for …
7 votes
3 answers
9k views

Why is the intercept in multiple regression changing when including/excluding regressors?

I have a seemingly naive question regarding the interpretation of the intercept in multiple regression. … https://www.theanalysisfactor.com/interpreting-the-intercept-in-a-regression-model/ https://statisticsbyjim.com/regression/interpret-constant-y-intercept-regression/ But the intercept is changing when …