Search Results - subject:"xed eects"

Estimating non-linear models with multiple fixed effects:a computational note

Hospido, Laura - Banco de España - 2011

In this paper we consider estimation of nonlinear panel data models that include multiple individual fixed effects. Estimation of these models is complicated both by the diffi culty of estimating models with possibly thousands of coeffi cients and also by the incidental parameters problem; that...

Persistent link: https://www.econbiz.de/10009146694

How does heterogeneity shape the socioeconomic gradient in health satisfaction?

Jones, Andrew M.; Schurer, Stefanie - Department of Economics and Related Studies, University … - 2007

Panel (GSOEP). Nonlinear xed eects methods that allow for unobserved heterogeneity are not readily available for categorical … measures of well-being. One common solution is to revert to conditional xed eects methods, at the price of a high degree of … by using pooled or random eects models, at the price of potential bias. We use a generalization of the conditional xed …

Persistent link: https://www.econbiz.de/10005695796

Robust Inference with Clustered Data

Cameron, A. Colin; Miller, Douglas L. - Economics Department, University of California-Davis - 2010

In this paper we survey methods to control for regression model error that is correlated within groups or clusters, but is uncorrelated across groups or clusters. Then failure to control for the clustering can lead to understatement of standard errors and overstatement of statistical...

Persistent link: https://www.econbiz.de/10008620325