Slide 11 Random Effects Models for Panel Data Peter W. F. Smith University of Southampton Slide 2 2 Overview Regression for longitudinal data Random intercept models Estimation…
Slide 1 1 Results from hsb_subset.do Slide 2 2 Example of Kloeck problem Two-stage sample of high school sophomores 1 st school is selected, then students are picked, both…
Chapter 10 1 FE Panel Data assumptions 2 Assumption #1: E(uit|Xi1,…,XiT,i) = 0 3 Assumption #2: (Xi1,…,XiT,Yi1,…,YiT), i =1,…,n, are i.i.d. draws from their joint…