Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time-Invariant Variables in Fixed Effects Models?
By William H. Greene. Political Analysis, 2011
199 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/5d1a327246b45493927f34d823a9a21c3b16f3cf
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In Economics and Econometrics
- Andrew Bell
- Kelvyn Jones
- I. Cadoret
- Moataz El-Helaly
- H. Nguyen
- F. Padovano
- Tom Kompas
- Michael B. Ward
In Statistics and Probability
- I. Cadoret
- Andrew Bell
- Moataz El-Helaly
- H. Nguyen
- F. Padovano
- Tom Kompas
- Kelvyn Jones
- Michael B. Ward
Citations in the corpus
- The political drivers of renewable energies policies (2016, methodology): “Furthermore, we adopt the two step estimating technique of Greene (2011) by applying first a LSDV estimator that excludes the time invariant variables, and then by regressing the vector of the fixed effects on the time invariant/rarely changing variables via an OLS method with Eicker-White robust…”
- Explaining Fixed Effects: Random Effects Modeling of Time-Series Cross-Sectional and Panel Data* (2014, methodology): “Shor et al. (2007) use similar methods, but estimated using Bayesian Markov Chain Monte Carlo (MCMC) (rather than maximum likelihood) estimation, which they find produces estimates that are as good, or better than,7 maximum likelihood RE and other methods.”
- FEVD: Just IV or Just Mistaken? (2011, methodology): “The two critiques of FEVD in this issue, one by William Greene (2011) and the other by us, instead provide formal analyses of the FEVD estimator and its SE recipe.”
- Estimation of linear dynamic panel data models with time‐invariant regressors (2019, unknown): “6Compare Arellano and Bover (1995) and Greene (2011) in the context of a static panel data model.”
- Board diversity and firm performance: evidence from the U.K. SMEs (2017, methodology): “Plümper and Troeger (2007) (FEVD) technique was criticized by Breusch et al. (2011) and William (2011) for not accounting for the presence of a group effect when providing the sample properties of the Monte Carlo simulation and the higher level of risk of the decomposition estimator compared with…”