fixed effects

  1. P

    HLM how do I insert control variables on level 1 and on level 2?

    Hi, I´m a beginner, so I´d be greatful for help. I use HLM 7: MY model: employees nested in organizations y= individual´s wellbeing x1/Control variable level 1= age x2/Control variable/predictor= subjective perception of climate level 2: W1(control)= firm size (continuos) w2...
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    Panel Data Fixed Effects with year dummies

    I wasn't sure quite were to put this thread, so I'm posting here even though it's very similar to another one I posted in another thread. Quick question. I'm working with an unbalanced international dataset. I'm using fixed effects because (at least mostly because) I want to allow for...
  3. E

    Year dummies in Fixed Effects estimation with panel data

    Quick question. I'm working with an unbalanced international dataset. I'm using fixed effects because (at least mostly because) I want to allow for unobserved country specific effects. My question is regarding using dummies for each year in my equation. Much of the literature on my subject...
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    xtlogit fixed effects model

    Hi; I am trying to estimate a conditional probability model with panel data and fixed effects, therefore I am using the xtlogit, fe command. After the estimation I want to compte the probabitities of some hypothetical cases given the parameters but to do so I need to get the fixed effects for...
  5. J

    Fixed and Random Effects in Mixed Modeling

    Thank ahead of time for any help. I am analyzing time series data. Originally I was running Repeated Measures ANOVA and entering between subjects variables. This was providing significant and interesting results. However, there is missing data, and of course, RM-ANOVA deletes listwise. I was...
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    question about time fixed effects model

    Dear all, I am running an OLS model in Stata and one of the explanatory variables is the interaction between another explanatory variable and time dummies. My question is: if I want to run an OLS with time fixed effects is it enough to run the usual OLS with that interaction variable (because...
  7. M

    Identifying Fixed Effects from glmer

    I've created a model using glmer and I'm trying to understand my output. In the past it has given me sensible effect names, but this time it seems arbitrary and I need to be certain which order the effects are in. I'm hoping somebody here can give some guidance. Some code: #reshape data...
  8. H

    [EHA - SURVIVAL Packages] Fixed Effects for parametric models

    Hi All, I am working on Event History Analysis using a recurrent events dataset. Does anybody know how I can include fixed-effects to control for unobserved heterogeneity in parametric models (such as: Weibull, Log-logistic, Log-normal, Gompertz)? Are there any functions that...
  9. P

    Help with mixed models (spss, time-invariant main predictor, not a growth model)

    I have practically no experience with longitudinal data, and really need your help. I am looking at a sample of firms in a certain industry, and trying to determine whether ownership (foreign or domestic) is a significant predictor of productivity, when controlling for a number of firm-level...
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    Compare effect of two independent variables

    Hello, I would like your help on the following: I have run a fixed effects model (in SPSS) and want to test whether the difference between two independent variables (both positively and significanly associated with dependent variable) is significant or not. Any ideas of which test...
  11. A

    Linear model accounting for fixed effects vs. ordered probit

    I originally ran an ordered probit model on an ordinal dependent variable (values 1-12), however in order to account for fixed effects in my analysis I decided to run a simple OLS regression. Although I know that this goes against some of the assumptions of OLS, prior to accounting for fixed...
  12. S

    Panel Data Analysis, Help Urgently Needed! Fixed & Random effects, Fama MacBeth etc.

    Hi, I have the following panel dataset: 11 years of annual data with a total of 250 observations. The panel is highly unbalanced, in the beginning years only few observations, while the last years make up the most of the observations. For instance, in year 1 I have only 6 observations, while...
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    Fixed Effects: How to determine if enough variation within a variable

    Hello, I am doing a fixed effects model and I am wondering how to go about determining if there is enough variation in my variable between two years. Any help is greatly appreciated! Thank you :)
  14. S

    fixed or random factor for ANOVA

    I've had a discussion with a colleague over the proper way to analyse results of an experiment. We tested the performance of 6 subjects in a psychophysical task as a function of 3 factors: isi (3 levels) , ear (2 levels), and modality (2 levels). I won't go into details of what each factor...
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    year fixed effects in time series regression

    I'm trying to estimate what effect the tariff rate in a specific country has on evasion of tariffs (or rather the underreporting of the value of goods in customs). My dependent variable is a proxy for evasion and the explanatory one is tariffs. I have data spanning continuously over about 15...
  16. R

    diet treatment model

    Hi all I have an experiment for growth with fishes and diet treatment´s in differents tanks... I have differents diets (8) in 24 tanks, each diet in triplicated, i want determinated the tanks and diet effects. I had use genstat and spss for calculate them, but i have some comfussion how...
  17. S

    Panel Data: Conducting N time-series regressions and averaging coefficients

    Hi, I stumbled upon a special regression method in a published paper (A+ journal) that I hadn't heard before. In dealing with a panel data set, the authors perform a time-series regression for each single entity. As they explain, "The reported coefficient values are averages of the...
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    Fixed Effects Common Panel Regression versus GMM estimation

    Hi, I have estimated my model using the Fixed Effects Common Panel method and this seems to work fine. I get an R2 of .90 However, I am now in doubt whether I should use GMM to estimate my model instead? I am not very familiar with GMM. Could someone tell me what the prerequisites for...