fixed effects

  1. M

    Characterising continuous effects in linear mixed models as fixed or random

    Hello, I've started to learn about linear mixed models, and I'm a bit unclear on the distinction between fixed versus random effects when the effect is continuous. Let's use an example where participants react to pictures (dependent variable: reaction time) and these pictures are described by...
  2. L

    How to interpret the coefficients of the time dummies in a fixed effect model?

    Good morning to the community. I want to analyze the relationship of the intangible assets on the firm performance between 2010 and 2020. I included time effects in the regression but I can't make an interpretation of these coefficients related to theses time dummies. Can you help me?
  3. victorxstc

    SPSS - Using mixed univariate ANOVA (UNIANOVA) or mixed linear regression (MIXED) instead of repeated-measures ANOVA

    Which process is better for using instead of Repeated-Measures ANOVA (SPSS syntax: GLM -- GUI command: Analyze --> General Linear Model --> Repeated Measures)? and Why? (1) Mixed univariate ANOVA (SPSS syntax: "`UNIANOVA`" -- GUI command: Analyze --> General Linear Model --> Univariate) (2)...
  4. 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...
  5. 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...
  6. 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...
  7. 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...
  8. 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...
  9. 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...
  10. 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...
  11. 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...
  12. 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...
  13. 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...
  14. 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)...
  15. 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...
  16. 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*******...
  17. 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...
  18. 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...
  19. 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...
  20. 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...