理解透彻FE和RE并不容易,因为这两个词本身并不够descriptive、比较笼统且具有一定的误导性。比如,心理学家和经济学家也许会因为FE和RE的问题“打架”——心理学家可能会说“我们更推荐用随机效应模型(random-effects model)!”,而经济学家可能会说“我们基本都用固定效应模型(fixed-effect model)!”。但实际上,在...
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Dear Statalist, I am trying to run a standard fixed effects regression but I find that there is serial correlation in the idiosyncratic errors. Wooldridge (2002) suggests fixed effects GLS to correct for this but I am having trouble running a FEGLS regression in Stata. Any advice on how ...
Stata Data Analysis Examples_ Negative Binomial Regression q-Binomial Coe cients and the q-Binomial Theorem:q-二项式系数和q-二项式定理 二项式定理d的性质(一) The Negative Health Effects of Chlorine - … positive and negative effects of globalization The binomial lattice option - pricing model for ...
The present study examines the joint effects of neighborhood disorganization and maternal corporal punishment (CP) using fixed effects regression, a statistically rigorous approach that addresses many of the limitations in prior research. Our analysis used a longitudinal model that controlled for selection...
N. T. Borgen, Fixed effects in unconditional quantile regression. Stata Journal. 16, 403-415 (2016).Borgen, Nicolai. 2016. "Fixed Effects in Unconditional Quantile Regression." The Stata Journal 16(2): 403-15.Borgen, N., 2016. "Fixed Effects in Unconditional Quantile Regression." The ...
As the weights sum to zero, this second term disappears if the effect of the other treatments is homogeneous, but it is often implausible that those effects are homogeneous. The weights attached to any TWFE regression with several treatments can be computed by the twowayfeweights Stata and R...
Fixed Effects Models (very important stuff)
|| Stata | R || Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D'Haultfoeuille (2020a), as well as summary measures of these regressions' robustness to heterogeneous treatment effects. - chaisemartinP
stata.toc README MIT license regife (Bai 2009) The commandregifeestimates models with interactive fixed effects following Bai (2009). For an observationi, denote (jλ(i),jf(i)) the associated pair (idxtime). The command estimates models of the form ...