fixed-effect model

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fixed-effect model

A statistical model that stipulates that the units being analysed—e.g. people in a trial or studies in a meta-analysis—are the ones of interest, and thus constitute the entire population of units. Only within-study variation is taken to influence the uncertainty of results (as reflected in the confidence interval) of a meta-analysis using a fixed-effect model. Variation between the estimates of effect from each study (heterogeneity) does not affect the confidence interval in a fixed-effect model (Cochrane definition).

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Under these conditions, the fixed effects estimator is argued to perform more efficiently (Kareem 2014).

Do SPS and TBT regulations inhibit Guyana's Food and Agriculture Exports to CARICOM markets?

Likewise, the results of the Hausman test and its p-value (0.0003) do not provide supporting evidence for the null hypothesis of this test at 95 per cent confidence level, and consequently the fixed effects estimator is chosen as appropriate.

Modeling and forecasting abnormal stock returns using the nonlinear Grey Bernoulli model

The CCEP estimator is a generalized version of the standard fixed effects estimator that estimates a single pooled regression coefficient but still allows the common factors to have heterogeneous effects over areas.

The effect of minimum wages on employment: a factor model approach

At one extreme, the mean-group estimator allows for complete heterogeneity while the dynamic fixed effects estimator imposes parameter homogeneity across all countries.

Estimation of consumption elasticities for OECD countries: testing price asymmetry with alternative dynamic panel data techniques

The null hypothesis of Hausman test is that the coefficients estimated by the efficient random effects estimator are the same as the ones estimated by the consistent fixed effects estimator. If they are (insignificant P-value, Prob>chi2 larger than .05) then it is safe to use random effects.

Components of working capital and profitability: a case of fuel and energy sector of Pakistan

The results of fixed effects estimator are reported in Table 3.

A panel data modelling of agglomeration and growth: cross-country evidence

The fixed effects estimator assumes Uf is correlated with the independent variables.

Short-run and long-run implications of environmental regulation on financial performance

(12) In contrast, the fixed effects estimator is always consistent and unbiased.

Pollution, production, and sectoral differences in a transition economy

The fixed effects estimator correctly infers that assets do not rise at any age for individual i and thus [[beta].sub.age] = 0 at all ages.

You can't take it with you: asset run-down at the end of the life cycle

The fixed effects estimator could not be used with these variables since they include no intertemporal variation.

Do economic effects justify the use of fiscal incentives?

with the fixed effects estimator taking the following form:

Dirty Pool

Second, the IV-GLS estimator should be more efficient than the fixed effects estimator. This prediction is confirmed by the fact that, in virtually every case, the standard errors are smaller for IV-GLS than for the fixed effects estimator.