Questions tagged [fixed-effects]

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Seasonal adjustment and time fixed effects

Apologies if this seems mundane. I have monthly data on 65 regions and I want to seasonally adjust it using seasonal dummies in Stata. I have two questions: If I plan on analyzing the data using <...
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1 vote
71 views

Difference between country-fixed and region-fixed effects

I am writing a paper about the effect of childcare on maternal employment and I use an OLS regression with time and country/region fixed effects. The regions here are not within countries, but North/ ...
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1 vote
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IV - Is this correct?

I have the following question. Currently I have an econometric model that uses an instrumental variable, particularly a Bartik instrument (which some people call shift-share). I'm proceding as Mayda ...
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1k views

Should we use the firm and industry fixed effects together?

I am wondering if we can use the firm and industry fixed effects together in a regression (panel data). In particular, in a regression, whether we should use such a code in STATA ...
• 1,160
196 views

Fixed time effects or fixed individual effects?

I have the following question or problem. I am currently using panel data to predict the hourly wage. I have only used the variable "union" as an influence variable from the initial model, ...
1 vote
34 views

How to estimate a subclass effect of fixed effect model?

i need help with an econometric question. I have a panel data of stock analysts and their associated investment returns by following their investment recommendations of buy/hold/sell. The data is at ...
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Suitable econometric specification for my data

I'm playing around with my dataset and as a start, I want to understand whether the absenteeism and vaccination rates for employees across a large number of factories with separate units is dependent ...
1 vote
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Let $Y_{ijst}$ be some outcome variable of firm $i$ of industry $j$, located in state $s$, at time $t$. Normally, if we want to run any differences-in-differences specification where treatment varies ...
1 vote
255 views

Pooled OLS, fixed effects and random effects yield very similar results

I have used pooled OLS, fixed effects and random effects to estimate a model and the results are as expected. I expected coefficients to differ quite significantly for the different techniques and ...
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1 vote
113 views

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Age effect when controling for individual fixed effects and time fixed effects

I have a individual-by-year panel. Although age is varying within an individual, its variation is fully absorbed when I include individual fixed effects and time fixed effects. This is because each ...
• 131
153 views

How to choose between fixed and random effects using economic intuition?

In class, our professor said that when it comes to deciding between estimating panel regression with fixed and random effects we should not just blindly follow the Hausman test, but also think about ...
• 2,732
1 vote
869 views

Log log regression with fixed effects and cross elasticity of demand

I have a time series of units sold, and price. I'd like to calculate elasticity of demand wrt to price and a few other variables, some of them are fixed effects. ...
• 131
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Impactful fixed-effect identification with open data

For a replication project, I am looking for impactful (and ideally somewhat recent) papers that use fixed-effects as their main identification strategy and make their data publicly available. By ...
92 views

How can I add fixed-effect constant variable in Stata?

I want to test a model like this: alpha denotes full set of country fixed effects and delta denotes full set of year fixed effects in the article in which this model is used. My model is similar to ...
1 vote
866 views

Linear Probability Model Instead of Logit in Fixed Effects Regression

In our panel data analysis we estimated a fixed effects linear probability model (LPM) instead of a fixed effects logit regression because our sample size was quite small (600 individuals) and the ...
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