Using state-level data, the authors identify a diffusion model of educational expansion using a fixed-effects panel regression approach. This method is used to analyze change over time, with particular attention to evaluating nonlinear processes of growth. The authors consider the effect of a number...
In this article, we propose various tests for serial correlation in fixed-effects panel data regression models with a small number of time periods. First, a simplified version of the test suggested by Wooldridge (2002) and Drukker (2003) is considered. The second test is based on the ...
Introduction Groupwise Heteroskedasticity Monte Carlo Stata implementation Conclusion Implementing Groupwise-Heteroskedasticity-Robust Variance-Covariance Estimators in Fixed-Effects Panel Data Regression with Stata Giovanni S. F. Bruno1 1giovanni.bruno@unibocconi.it - Bocconi University XVIII Conferenza Italiana ...
W. (2008). Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression. Econometrica 76(1), 155-174.Stock, J.H. and M.W. Watson (2008). Heteroskedasticity-Robust Standard Errors for Fixed Effect Panel Data Regression. Econometrica, 76(1), 155-174....
Thefixed-effectsPoissonregressionmodelforpaneldatahasbeendescribedindetailby Cameron and Trivedi (1998). The dependent variable y it varies over individuals (i=1,…, n) and 4 over time (t=1,…,T i ). It is assumed to have a Poisson distribution with parameter µ it which, in turn,...
Sent: Monday, July 09, 2012 8:36 AM To: statalist@hsphsun2.harvard.edu Subject: st: Lagged dependent variable with fixed effects regression Would you please tell me that if I include lagged dependent variable in the model and use fixed effects panel regression, would it be working ...
网络固定效应回归 网络释义 1. 固定效应回归 在回归(5)中,笔者用固定效应回归(fixed-effects regression)作为一个替代方法来处理序列相关误差问题。在固定效应回归 … doc.mbalib.com|基于3个网页
Panel datafixed effectsinteractionquadratic termspolynomialswithin estimatorAn interaction in a fixed effects (FE) regression is usually specified by demeaning the product term. However, this strategy does not yield a genuine within estimator. Instead, an estimator is produced that reflects unit-level ...
The findings of fixed-effect panel quantile regression analysis clearly explain that the effects of all the selected components of EG are heterogeneous along the quantiles. The effect of EE is significantly positive across all the quantiles, but the positive effect is more robust at 50th and 60th...
but could be different from the out-come equation in the selection regression. Thus, Tobit regressioncan be viewed as the selection regression with a restricted selec-tion equation. Despite of this restriction, Tobit regression playsan important role in the selection regression literature becausemany ...