In biostatistics, fixed-effects may mean population-average effects. In econometrics, fixed-effects may represent the observed quantities in terms of explanatory variables that are treated as if the quantities were non-random.
Questions tagged [fixed-effects-model]
1172 questions
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Bins and Year Fixed Effects
I am trying to understand the difference between two regression models. Before more complex models are run (ie. quantile) I split an key independent variable into bins to see if the relationship is non-linear. I do this in two ways.
Model (1): The…
NikolaiB
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Is the fixed effect in a fixed effect model a random variable or not?
From Wikipedia for fixed effect model:
Consider the linear unobserved effects model for N observations and T time periods:
$$
y_{it} = X_{it}\mathbf{\beta}+\alpha_{i}+u_{it} \quad t=1,..,T, \quad i=1,...,N
$$
where $y_{it}$ is the dependent…
Tim
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How should I interpret a Two-way-fixed-effects-regression?
I have problems with the interpretation of a Two-way-fixed-effects-model.
I understood both the interpretation of the single individual effect and the single time effect in a fixed-effects-model.
But how can I interpret the model if both effects are…
TobKel
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What exactly is controled for in a model with country, industry, and year fixed effects?
I don't have much experience with panel data so I apologize in advance if this sounds ridiculous.
I am currently writing a thesis investigating the impact of political risk on managerial risk-taking.
I control for various variables that are known to…
user311668
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How will the coefficient of independent variable change when fixed effects assumption is used?
I think coefficient of all independent variables should change in same direction, if a fixed effect assumption is used, the following are my results. They change in different direction, what's the problem? By the way, when I add one more control…
Nancy Wang
- 21
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Can you use country and year fixed effects in a regression with a gender dummy variable?
Perhaps a basic question but I would appreciate some explanation on this topic :)
I have a dataset covering approximately 30,000 loan applications. Besides characteristics of the loan (e.g., interest rate, loan duration, etc.) and borrower (e.g.,…
Juliuslah
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Fixed effects for panel data consisting mostly small stocks
is stock fixed effects necessary for a panel data where 80% of the firms are small firms and only 20% firms are medium to large? I suspect there would be little to no variation in majority of the sample in such case and adding a stock fixed effects…
non_linear
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Is the lack of independent variables a problem in a fixed effects regression?
I am currently working on a research project for my Master's degree. I use panel data at the country-month level but I have a problem of data availability regarding my topic, because besides my variable of interest, I cannot find other predictors…
drbrownish
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Interpretation of Causal-Moderator Interactions of Time and Treatment variables when Time Main Effects are Colinear with ID Fixed Effects
I have some results from a recent paper and I want to make sure my reasoning is correct in its interpretation of the coefficients.
In order to disguise the inflammatory nature of the model, I will relabel variables with synonymous, yet still…
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Cross-sectional data with fixed effects
In the experimental design, using cross-sectional data to generate OLS regression, after controlling the individual observed characters such as job title, is there any problem adding individual fixed effects? The purpose of adding individual…
Amy
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Fixed-Effects model and Entities with No Variation
Suppose I am interested in the effect of some treatment $T_{it}$.
I consider the following simple fixed effects model:
$y_{it}=b_0+b_1T_{it}+\gamma_i +e_{it}$ where $\gamma_i$ is individual-level fixed effects.
For some group of individuals, I…
user3509199
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Subtracting fixed effect term for visualization
Suppose that I run a fixed effect model
$$y_{ij}=\beta_0+\beta_1x_{ij}+d_i+\epsilon_{ij}$$
where $d_i$ is the fixed effect model for group $i$.
Now that I want to show the data, is it appropriate for me to show all $(x_{ij},y_{ij}-d_i)$ points so…
user217550
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Fixed-effects regression on data without a longitudinal component
Is fixed-effects regression invalid if you don't have panel data? My study is about the impact of microfinance loans in poverty alleviation.
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Continuous variables as fixed effects
We are running a fixed effects regression to investigate the effect of different variables on weekly healthcare consumption. The data is comprised of several thousand time series, where each time series contains the weekly spending of a unique…
degeso
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Why is the coefficient very large (>1) when log(outcome)?
Link to data
Background story: I'm trying to find out how being a grandparent affects working hours. The endogenous variable is grandparent (1 if the individual is a grandparent and 0 if not), and its instrument is child1_female (1 if the…
Ludwig Gershwin
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