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Very unstable model and mostly insignificant variables in fixed effects regression model

GDP_Growth may not be significant because it is strongly correlated with some or more other variables that share the same information about the response. Note that the test for which the p-value is ...
Christian Hennig's user avatar
1 vote

statsmodels: Update OLS' degrees of freedom when absorbing 3+ fixed effects

In R, the following correction restores equality of the (nonrobust) s.e.s of the residual-based regression to the fixed-effects based ones: ...
Christoph Hanck's user avatar
2 votes

Understanding differences in collinearity across Stata commands

reghdfe is different because, by default, it tries to deal with collinearity. I don't have Stata, but a little Googling found pages about this. It should be in the documentation for the program. The ...
Peter Flom's user avatar
  • 122k
1 vote

Individual fixed effects for Cox Proportional Hazard model

A fixed effects regression model in this context eliminates the effects of time-fixed factors by de-meaning both the predictors and the outcome within each individual at each time point. In a Cox ...
EdM's user avatar
  • 93.7k

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