Questions tagged [fixed-effects]
The fixed-effects tag has no usage guidance.
0
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1answer
20 views
Fixed-Effects on individual level with explanatory variable on state level
I am planing a panel data analysis evaluating a continuous policy intervention. I do have individual level data. I would like to account for individual fixed-effects. However, the explanatory variable ...
0
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1answer
30 views
Fixed Effects Estimation and Inconsistency
Consider estimation of the following population regression function:
$G{Y_{it}} = {\beta _0} + {\beta _1}IN{F_{it}} + {\beta _2}DE{M_i} + {\beta _3}POI{L_t} + {\varepsilon _{it}}$
Where:
$GY_{it}$ = ...
3
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0answers
18 views
Publishing fixed and random effects in one model
I am a health economist working with panel data for a paper I am working on, I use Hausman tests to determine if I should use fixed or random effects estimators in my analysis. For some outcomes ...
1
vote
0answers
15 views
Group-level random effect correlated with within-group independent variable
Dear StackExchange community,
Question:
According to, e.g., Wikipedia, random effects models assume "that the individual specific effects are uncorrelated with the independent variables."
I ...
4
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0answers
18 views
Random effect Vs Fixed effect with the 10 CAN provs as cross sections
Im working on a model examining the effect of minimum wages on employment over the 10 provinces using a panel data set. I have used the Hausman test to decide to use RE or FE, in which it recommended ...
2
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0answers
23 views
Panel data: When can I used random effects instead of fixed effects? Are control variables necessary?
I have panel data for individuals in an economy that experienced fluctuations in employment levels. I also have some health information for these individuals, BMI, self-rated health etc.,
My ...
3
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0answers
140 views
Fixed vs Random effects in panel data
I am an economist interested in looking at panel data on mothers, their husbands and their grandparents to determine the effect of the economic shock of the recession on their self-reported health ...
2
votes
1answer
202 views
Count panel models for endogenous regressors
I have a count variable as the dependent variable and several continuous regressors on the RHS. The dependent variable and some regressors are supposed to be endogenous to unobserved factors. I have a ...
2
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3answers
76 views
A question about Fixed effects estimation
I have a fixed effects model as follows:
$Y = x_1, x_2, x_3$, (fixed effect), (error term)
Is there any way I can check whether Cov($x_1$, (fixed effect)) is larger or smaller than 0?
The panel ...
2
votes
2answers
141 views
Year effects inconsistent between random effects and fixed effects
I am running a panel data estimation, where I am including year effects. My goal is to see if there is a time trend in the data, after controlling for other factors.
Using random effects, I find the ...
0
votes
1answer
139 views
using LOG in a econometric model
I am a beginner at econometrics and I have to build a model explaining scholing (as dependent variable) by migration (independent variable) and a couple of covariables. I'm going to use fixed effects ...
3
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0answers
100 views
Accounting for Fixed Effects
I am an undergraduate student working on environmental economics research. The econometric specification I am using is the following:
ln(Per.Capita.Dollars) = ln(Per.Capita.Dollars.lag) + Average....
3
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3answers
251 views
Intuition behind fixed effects estimator
I understand that the fixed effects estimator in a panel model (say, individuals, $i$ across years, $t$) can be understood either as a including a dummy for each $i$ or running OLS on the time demean-...
2
votes
1answer
156 views
Fixed effects, first differences interpretation
I am working with a fixed effects model to estimate the effect of enterprise zones on unemployment claims.
(1) $log(uclms_{it}) = \theta_t + \beta_1 ez_{it} + c_i + \epsilon_{it} $ where $\theta_t$ ...
9
votes
0answers
381 views
How can I test for autoregressive residual terms in a fixed effects panel Poisson model?
I have panel data for counts of new firms in different regions for six years. I am estimating a static poisson regression with multiplicative fixed effects$^*$; I have also tried to estimate a dynamic ...
2
votes
1answer
58 views
Fixed effects in treatment model
Hello in a simple treatment model
$$y=\beta_0+\beta_1w+e$$
where $w$ is unity for treatment by group. Should you add dummies for the groups to control for differences. I read somewhere that you ...
