Bai, J. S., 2009, Panel data models with interactive fixed effects, Econometrica, 77 (4): 1229-1279. -Link-, -PDF-, -Cited-文中介绍的「面板交互固定效应」在近十年中得到的广泛的应用,在控制遗漏变量 (内生性问题的一个主要来源)、捕捉时变特征、提高拟合优度等方面都有重要的用途。以至于在...
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 ...
2 1 Introduction The use of panel data with interactive fixed effects in regression analyses has attracted considerable attention in the empirical literature in economics and elsewhere. One of the most common approaches to such models by far is the principal component (PC) approach of Bai (2009)...
College Station, TX: StataCorp LP). The trial was open-label and unmasked as the intervention required overt participation. The trial was however assessor-blinded to laboratory staff that analysed the EID HIV tests and to the authors of the paper. The randomisation code was disclosed to the ...
Because the PVAR model covers both time and fixed effects, the intra-group mean difference method is used to remove the time effect, and the indicators in the above formula (16) are turned into the average of the regional variables:(17)X¯i,t=βX¯i,t-1+δ¯i+ηt+ε¯i,t ...
Among the con- trol variables, economic Development Level (GDPpc), the logarithm of gross fixed assets investment (lnFAI), NTL, and P_built exhibit particularly pronounced differences across different groups. This study provides a robust understanding of the heterogeneous and interactive effects of ...
This model was estimated in Stata v11 using the command gologit2 [51]. The results of the model confirm the findings of past research. They also confirm that the interaction effect between the ethnocultural index and the variable for white race is statistically significant and positive. This ...
“bad” dimensions such as ethnoculturalism, a more exclusionary that defines American identity more narrowly in terms of race, ethnicity, and fixed cultural traits. Likewise, race is viewed as having an independent effect on immigration policy preferences, with being white shown to have a negative...
(12.6) Contingent employment Fixed-term Non-fixed-term 293.0 72.7 (14.9) (3.7) 1740.6 (88.7) - Regular employment 1318.3 (67.2) Notes: (1) Weighted value applied; (2) Non-fixed-term employment refers to contingent employment that is not on a fixed-term; (3) The definitions of detailed ...
In the multidimensional framework that has emerged from this literature there is a clear argument that the dimensions of identity are interactive, even though much of the empirical work has focused on models that test only independent effects of national identity and of race. This literature has ...