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,在各自熟悉的知识框架下理解FE和RE,就如同“盲人摸象”,双方可能都只看到了冰山一角。正因为...
Random effectsMaximum likelihoodRWe describe a user-friendly, production quality R implementation of the maximum likelihood estimator of the generalized spatial random effects (GSRE) model of Baltagi, Egger and Pfaffermayr within the well known 'splm' package for spatial panel econometrics. We extend...
KUMBHAKAR - 《Journal of Applied Econometrics》 被引量: 74发表: 2014年 Comparison of statistical inferences from the DerSimonian–Laird and alternative random‐effects model meta‐analyses – an empirical assessment of 920 Coc... In random-effects model meta-analysis, the conventional DerSimonian鈥...
Journal of Econometrics 128 (2005) 301–323Maximum likelihood estimation of limited anddiscrete dependent variable models with nestedrandom effects..
Bayesian efficiency analysis through individual effects: Hospital cost frontiers. Journal of Econometrics 76 (1-2) 77-105. Korea National Statistical Office. 2002. Major statistics of Korean economy, Research Report, Seoul, Korea. Kumar, V. and Jain, P. K. 2003. Commercialization of new ...
Given the limited information you've provided, I'd go with fixed-effects, but tell the reader the degree to which specific explanatory variables approach time invariance. One source on this is the Wooldrige econometrics book on cross-sectional and pooled time-series models (sorry but the book...
2003. Panel Data Econometrics. Oxford: Oxford University Press. Baetschmann, G., A. Ballantyne, K. E. Staub, and R. Winkelmann. 2020. feologit: A new command for fitting fixed-effects ordered logit models. Stata Journal 20: 253–275. Conway, M. R. 1990. A random effects model for ...
In econometrics, the terms are typically applied in generalized linear models, where the model is of the form yit=g(xitβ+αi+uit).yit=g(xitβ+αi+uit). Random effects: When αi⊥uitαi⊥uit, Fixed effects: When αi⊥̸uitαi⊥̸uit. In linear models, the presence...
Z Cai - 《Journal of Econometrics》 被引量: 367发表: 2007年 A Finite Mixture Logit Model of Recreational Angling with Serially Correlated Random Utility This article examines two issues concerning the trip-taking behavior of recreational anglers over the course of a season. The first is whether ...
A GLS estimator (or ML assuming normality) is adopted to deal with the particular forms of correlation induced by the random effects (intercepts) in the two models. -xtreg,re- cannot estimate what is known (in econometrics) as the two-way random-effect model: y(i,t)=Beta*x(i,t)+ u...