Time invariant independent variable

[Lasnik23]

Hey all, I have a time-invariant independent variable and a continuous dependent variable. My dataset is unbalanced panel data. I already know that I cannot use the fixed effects model as my time-invariant variable would be removed. Consequently, I decided to employ a Hausman-Taylor model in order to still control for fixed effects as I assume that they are crucial for my analysis. However, I actually wanted to analyze mediation and moderation effects as well. Can I do that with a Hausman-Taylor model? If yes, how and if no, what alternatives do I have? Pooled OLS? GLS? Thanks for your help!!

 

[hlsmith]

Not my area, but are you using "invariant" correctly? I would imaging it means effects are fix across time.

 

[Lasnik23]

Yea I think so, I use it like gender, race etc.

 

[hlsmith]

Not familiar with Hauman-Tayor - sounds familiar.

So you have individual level data across time with only fixed terms? If so, what about multi-level regression?