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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Fixed Effects Bayesian Testing in High-Dimensional Linear Mixed Models
高维 线性混合模型 固定效应 贝叶斯检验
2023/5/5
Hypothesis testing on high-dimensional fixed effects is indispensable for investigating the utility of the predictors on response. In this case, the conventional frequentist methods designed for cases...
Bias Correction for Fixed Effects Spatial Panel Data Models
Bootstrap Spatial Panel Individual Fixed Effects Time Fixed Effects
2016/1/26
This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Panel data Spatial cointegration Explosive roots Fixed e¤ects
2016/1/25
This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
Bias Correction for Fixed Effects Spatial Panel Data Models
Bootstrap Spatial Panel Individual Fixed Effects Time Fixed Effects
2016/1/20
This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Spatial autoregression Panel data Spatial cointegration Explosive roots Fixed e¤ects
2016/1/20
This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
Dynamic panels Fixed e¤ects Quasi-maximum likelihood estima- tion Bias correction Generalized method of moments Spatial cointegration
2016/1/19
Yu, de Jong and Lee (2008) establish asymptotic properties of quasi-maximum likelihood estimators for a stable spatial dynamic panel model with …xed e¤ects when both the number of individuals n and th...
Spatial Panels: Random Components vs. Fixed Effects
Random components Fixed e¤ects Maximum likelihood estimation Pooling
2016/1/19
This paper investigates spatial panel data models with a space-time …lter in disturbances. We consider their estimation by both …xed e¤ects and random e¤ects speci…cations. With a between equation pro...
Effcient GMM estimation of spatial dynamic panel data models with fixed effects
Spatial autoregression Dynamic panels Fixed e¤ects Generalized method of moment Many moments
2016/1/19
In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with …xed e¤ects when n is large, and T can be large, but small relative to n. The GMM esti...
An Algorithm to Estimate the Two-Way Fixed Effects Model
Frisch-Waugh-Lovell theorem GMM OLS panel data two-way fixed effects
2015/7/31
We present an algorithm to estimate the two-way fixed effect linear model. The algorithm relies on
the Frisch-Waugh-Lovell theorem and applies to ordinary least squares (OLS), two-stage least square...
Fixed Effects and Variance Components Estimation in Three-Level Meta-Analysis
multilevel models meta-analysis random effects
2012/10/30
Meta-analytic methods have been widely applied to education, medicine, and the social sciences. Much of meta-analytic data are hierarchically structured since effect size estimates are nested within s...
Consistent Estimation of the Fixed Effects Ordered Logit Model
ordered response panel data correlated heterogeneity incidental parameters
2012/11/1
The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and studies the sampling properties of these estimators in a series of Monte Carlo s...
Gender-Specific Occupational Segregation, Glass Ceiling Effects, and Earnings in Managerial Positions: Results of a Fixed Effects Model
gender pay gap managerial position s gender segregation glass-ceiling effects Oaxaca/Blinder decomposition fixed effects selection bias
2012/11/1
The study analyses the gender pay gap in private-sector management positions based on the German Socio-Economic Panel Study (SOEP) for the years 2001-2008. It focuses on occupational gender segregatio...
A Note on an R^2 Measure for Fixed Effects in the Generalized Linear Mixed Model
Goodness-of-fit Correlated data Model selection Multiple correlation Maximum likelihood Nonnormal distribution
2010/11/8
Using the LRT statistic, a model V# is proposed for the generalized linear mixed model for
assessing the association between the correlated outcomes and fixed effects. The V# compares
the full model...
Teacher Credentials and Student Achievement in High School: A Cross-Subject Analysis with Student Fixed Effects
Teacher Credentials Student Achievement High School Cross-Subject Analysis Student Fixed Effects
2016/3/8
We use data on statewide end-of-course tests in North Carolina to examine the relationship between teacher credentials and student achievement at the high school level. We find compelling evidence tha...
Education and Labor Market Consequences of Teenage Childbearing: Evidence Using the Timing of Pregnancy Outcomes and Community Fixed Effects
Education Labor Market Consequences Teenage Childbearing Evidence Pregnancy Outcomes Community Fixed Effects
2016/3/7
The question of whether giving birth as a teenager has negative economic consequences for the mother remains controversial despite substantial research. In this paper, we build upon existing literatur...