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Everything about Fixed effects model
Statistical model
In statistics, a fixed effects model is a statistical model in which the model parameters are fixed or non-random quantities. This is in contrast to random effects models and mixed models in which all or some of the model parameters are random variables. In many applications including econometrics and biostatistics a fixed effects model refers to a regression model in which the group means are fixed (non-random) as opposed to a random effects model in which the group means are a random sample from a population. Generally, data can be grouped according to several observed factors. The group means could be modeled as fixed or random effects for each grouping. In a fixed effects model each group mean is a group-specific fixed quantity. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Fixed effects modelA 5-minute orientation
- Skim a recent paper: Using and Interpreting Fixed Effects ModelsInfluential work since 2022
- Pick up a classic book: Applications of Linear and Nonlinear ModelsThe most-reprinted book on the subject
- Read the landmark paper: Serial Correlation and the Fixed Effects ModelCited 590 times
- Go sideways: Arellano–Bond estimatorA closely related topic
- Go sideways: MINQUEA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Serial Correlation and the Fixed Effects Model
Consistent Estimation of the Fixed Effects Ordered Logit Model
Statistical Primer: heterogeneity, random- or fixed-effects model analyses?†
The fixed effects negative binomial model revisited
Consistent estimation of the fixed effects stochastic frontier model
Testing for spatial autocorrelation in a fixed effects panel data model
Robust estimators for the fixed effects panel data model
Not so Harmless After All: The Fixed-Effects Model
🆕 Influential since 2022
Using and Interpreting Fixed Effects Models
Current Unemployment, Unemployment History, and Mental Health: A Fixed-Effects Model Approach
Innovation and carbon emissions: Fixed-effects panel threshold model estimation for renewable energy
Using and Interpreting Fixed Effects Models
A Primer on Fixed Effects and Fixed-Effects Panel Modeling Using R, Stata, and SPSS
📚 Books worth reading
- 📕Applications of Linear and Nonlinear ModelsErik Grafarend, Joseph L. Awange · 2016
- 📕Is distance dying at last?Rachel Griffith · 2007
Linear Mixed-Effects Models Using RAndrzej Gałecki · 2013- 📕The wealth effect, the capital account, and alternative policies under fixed exchange ratesAkira Takayama · 1976
- 📕Estimating Autocorrelations in Fixed-Effects ModelsGary Solon, National Bureau of Economic Research · 1984
- 📕Serial correlation and the fixed effects modelAlok Bhargava · 1981
- 📕Why Do Fixed-Effects Models Perform So Poorly?Daniel S. Hamermesh, National Bureau of Economic Research · 1989
- 📕A portmanteau test for serially correlated errors in fixed effects modelsAtsushi Inoue · 2005
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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