New answers tagged regression
What is the difference between fixed effect regression and (panel) fixed effect regression?
Fixed effects regression is one of a broader class of panel econometric methods which take advantage of panel data to difference out unobserved variables which would cause biased estimators in a naive ...
Is matching combined with Diff-in-Diff a bad idea?
Is matching combined with Diff-in-Diff a bad idea? No. But, as with anything, it depends on the context. One point to consider is that you should match on pre-treatment characteristics, because ...
Why don't Time Series books talk about exogeneity like in classical linear regression models?
Saying $u_t$ is white notes implies that $E[u_t,x_t]=0$, and this will hold even if hypothetically there is $x_t$ that explains $y_t$ as you can have still a special cases where omitted variable is ...
When should I NOT control for unit-fixed effects?
It is always a good default to include individual fixed effects. If you believe that omitting the individual fixed effect would not induce bias, then you can perform random effects estimation and ...
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