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  2. Fixed effects model - Wikipedia

    en.wikipedia.org/wiki/Fixed_effects_model

    In panel data where longitudinal observations exist for the same subject, fixed effects represent the subject-specific means. In panel data analysis the term fixed effects estimator (also known as the within estimator) is used to refer to an estimator for the coefficients in the regression model including those fixed effects (one time-invariant ...

  3. Fixed-effect Poisson model - Wikipedia

    en.wikipedia.org/wiki/Fixed-effect_Poisson_model

    In statistics, a fixed-effect Poisson model is a Poisson regression model used for static panel data when the outcome variable is count data. Hausman, Hall, and Griliches pioneered the method in the mid 1980s.

  4. Panel analysis - Wikipedia

    en.wikipedia.org/wiki/Panel_analysis

    Panel (data) analysis is a statistical method, widely used in social science, epidemiology, and econometrics to analyze two-dimensional (typically cross sectional and longitudinal) panel data. [1] The data are usually collected over time and over the same individuals and then a regression is run over these two dimensions.

  5. Chamberlain's approach to unobserved effects models

    en.wikipedia.org/wiki/Chamberlain's_approach_to...

    In linear panel analysis, it can be desirable to estimate the magnitude of the fixed effects, as they provide measures of the unobserved components. For instance, in wage equation regressions, fixed effects capture unobservables that are constant over time, such as motivation.

  6. Panel data - Wikipedia

    en.wikipedia.org/wiki/Panel_data

    However, panel data methods, such as the fixed effects estimator or alternatively, the first-difference estimator can be used to control for it. If μ i {\displaystyle \mu _{i}} is not correlated with any of the independent variables, ordinary least squares linear regression methods can be used to yield unbiased and consistent estimates of the ...

  7. Arellano–Bond estimator - Wikipedia

    en.wikipedia.org/wiki/Arellano–Bond_estimator

    Unlike static panel data models, dynamic panel data models include lagged levels of the dependent variable as regressors. Including a lagged dependent variable as a regressor violates strict exogeneity, because the lagged dependent variable is likely to be correlated with the random effects and/or the general errors. [ 2 ]

  8. JASP - Wikipedia

    en.wikipedia.org/wiki/JASP

    Meta Analysis: Synthesise evidence across multiple studies. Includes techniques for fixed and random effects analysis, fixed and mixed effects meta-regression, forest and funnel plots, tests for funnel plot asymmetry, trim-and-fill and fail-safe N analysis. Network: Explore the connections between variables organised as a network. Network ...

  9. First-difference estimator - Wikipedia

    en.wikipedia.org/wiki/First-Difference_Estimator

    For =, the FD and fixed effects estimators are numerically equivalent. [6] Under the assumption of homoscedasticity and no serial correlation in , the FE estimator is more efficient than the FD estimator. This is because the FD estimator induces no serial correlation when differencing the errors.