fixed effects

  1. T

    Panel regression: Deciding on fixed effects and random effects - Hausman

    Dear members ,I have a problem with my thesis while using regression. In short: My fixed effects model is not significant and has no meaningfulness whatsoever. My random effects model is significant and could be used. But: Hausman tests strongly suggests, that I should use fixed effects and...
  2. R

    Panel data regression estimatetion method

    Hi, I am facing some problems with a panel dataset, and I hope somebody could help me. I have a pretty large data set (approx. 5000 firms, 15 years, annual data), and I want perform a panel regression with these data. One of the independent variables is time-varying, but not cross sectional...
  3. P

    Linear Mixed Model not displaying values in Fixed Effects table

    I am running a linear mixed model for a repeated measures design, because of some missing data, with several fixed effects and a subject random effect. I am testing several different covariance structures for the repeated measures, and in some cases there are values missing (i.e. DoF and...
  4. T

    Some basic questions about a econometric analysis of paneldata

    For a research project in economics, I want to study the several determinants that affect the decision to enter the private rental housing market in the United States. There is a special focus on taxation. In the analysis, I am using unbalenced (survey) panel-data from the PSID (Panel Study...
  5. P

    Command for First Differences

    Hello, I have panel data corresponding to 8 years and a number of variables involving a model. What commands do I use to show that Fixed Effects gives the same results as First Differences, when this last estimation is done applying GLS? I obtained the fixed effects part by using the command...
  6. S

    Estimating fixed vs. random effects with lme (Hausman?)

    I have ran two lme mixed effects models in R, both using the same fixed effects variables but each with a different random effect variable. My reviewer has said I should use the Hausman test to estimate the effect of fixed vs. random effects. On looking in to this I can only find R code for the...
  7. A

    Correct way to dispaly the fixed effects of a mixed effects model

    I have a question regarding crating a graph displaying the fixed effects of a mixed effects model that I cannot seem to find an answer to. I am not sure what the correct approach is. For example, when graphing a standard non-mixed effects model (i.e. binomial glm;logistic regression), I used to...
  8. F

    Multilevel Linear Modelling Help

    Hi, I'm hoping someone with expertise with MLM/HLM etc might be able to help me. I recently conducted a transmission chain study looking at the impact of mood on production. The study involved participants reading a story and reproducing this story for another person. The second person read...
  9. M

    How to get OR in STATA after xtlogi..,fe (multilevel)

    Hi guys I have been trying to get the odds ratios for my logistic multilevel regression with a fe estimator. I type my regression and then the post estimation command xtlogit, or But, the odds ratio I get for my primary X is way too big. It's 90,0. The variable do explain a lot of my...
  10. C

    Searching for accurate specification - panel data

    Hello Everyone, I am about to find best specification for my dataset. To begin with - I am trying to probe the effectivenes of the special economic zones in Poland in the meaning of growth of the economy in three similar panel data models for explained variables: a) registered unemployment...
  11. E

    Generalized Linear Model and fixed effects

    I want to estimate a model with a fractional outcome variable following Papke & Wooldridge (2002). I run glm dep_var independent_var, family(binomial) link(logit) robust, right? How can I add a three level fixed effects? My approach until now was to use egen new_var = group(var1 var2 var3)...
  12. D

    Interpreting Panel data analysis

    Hi there, This is my first statistical question on this forum. I am busy with my thesis, so I think a couple more will follow in the coming months. I have some results from a panel data analysis. My outputs are in the attachment. I have a simple question on how I have to interpret these...
  13. S

    Error using xtregfem

    Hey guys. I've been trying to run a user-written program to do a ridge and weighted fixed effects panel data regression called xtregfem but I can't get it to work. What I do is: *******example******* xtregfem hea gdpln postin labforfem, id(country) it(year) ******example end*******...
  14. T

    SPSS 20 - Fixed effects regression using LSDV

    Hi, I am using a panel data set in SPSS 20. I am attempting to run a fixed effects regression using least squares dummy variable and calculate F tests to compare the residuals from the (restricted) pooled OLS and (unrestricted) LSDV estimators. However, since I am using a recent version I...
  15. F

    How to account for 2 groups in Repeated measures ANOVA?

    Subjects were exposed to substance X on day 2 of 3 days. 6 measurements were taken on each of the 3 days at the same times each day. Some of the measurements were taken after exercise (at hours 2 and 4). Some subjects are smokers and others not. I am interested in the main effect of Day (as a...
  16. A

    Dummy variable regression with a few observations

    Dear all, I have 26 observations about Italian cities. I would like to control for regional fixed effects by adding a dummy variable for each Italian region (26 regions). Given that the coefficient I would like to estimate remains statistically significant, the question is the following...
  17. M

    random effects in mixed models

    Hello I am not very familiar with mixed models --- I have been reviewing the various tutorials on the web but still am not sure if/how to specify my model, even to start with. I have a relatively simple design: - two weight groups (non-random; normal/obese) -- randomized within each group to...
  18. A

    Help with dummy variable

    Hi, I have a set of OLS-fixed effects models comprising continuous and dummy variables, with the latter used as control parameters. My models aim to evaluate the effects of loan characteristics on the interest rate levied (dependent var), which has a range between 6 and 2000 basis points. I am...
  19. N

    OLS with fixed effects and STATA

    Hi all, Monday I started a topic on estimating OLS with fixed effects using SPSS. That turns out to be impossible. So now I want to do it with Stata. I need to estimate the following revenue equation: y =ai + x1 + x2 + ... + x6 + time dummies (ai stands for bank-specific effects) The idea...
  20. N

    Fixed effects and SPSS

    Hi all, For my bachelor thesis I have to calculate the sum of some betas (betas of x1, x2, and x3) of a linear regression model with fixed effects using SPSS 19 (STATA is only used in master degree). It is the following model: y = x1 + x2 + ... + x6 + time dummies + fixed bank effects y...