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Table Of Contents

1.1 Data Arrangement
1.2 Fixed Effect versus Random Effect Models
1.3 Estimation and Software Issues
1.4 Data Sets
2.4 Least Squares Dummy Variable Regression: LSDV1, LSDV2, and LSDV3
2.5 Estimating Three LSDVs
3.1 Functional Forms and Notation
3.2.1 Estimations: LSDV, Within Effect, and Between Effect Models
3.2.2 Testing Group Effects
3.2.3 Fixed Time Effect and Two-way Fixed Effect Models
3.3.1 Generalized Least Squares (GLS)
3.3.2 Feasible Generalized Least Squares (FGLS)
3.3.3 Testing Random Effects (LM test)
3.4 Hausman Test: Fixed Effects versus Random Effects
3.5 Poolability Test
4.1 The Pooled OLS Regression Model
4.5.1 Estimating the Within Effect Model
4.5.2 Using SAS: PROC TSCSREG and PROC PANEL
4.5.3 Using Stata
4.5.4 Using LIMDEP
4.6 Between Group Effect Model: Group Mean Regression
4.7 Testing Fixed Group Effects (F-test)
4.8 Summary
5.1.1 LSDV1 without a Dummy
5.1.3 LSDV3 with a Restriction
5.2.1 Estimating the Fixed Time Effect Model
5.2.2 Using SAS: PROC TSCSREG and PROC PANEL
5.2.3 Using Stata
5.2.4 Using LIMDEP
5.3 Between Time Effect Model
5.4 Testing Fixed Time Effects
6.1 Strategies of the Least Squares Dummy Variable Models
6.2 LSDV1 without Two Dummies
6.3 LSDV1 + LSDV2: Drop a Dummy and Suppress the Intercept
6.4 LSDV1 + LSDV3: Drop a Dummy and Impose a Restriction
6.5 LSDV2 + LSDV3: Suppress the Intercept and Impose a Restriction
6.6 LSDV3 with Two Restrictions
6.7 Two-way Within Effect Model
6.8 Using SAS: PROC TSCSREG and PROC PANEL
6.9 Using Stata and LIMDEP
6.10 Testing Two-way Fixed Effects
7.1 One-way Random Group Effect Model
7.2 Estimations in SAS, Stata, and LIMDEP
7.3 One-way Random Time Effect Model
7.4 Two-way Random Effect Model in SAS
7.5 Testing Random Effect Models
7.6 Fixed Effects versus Random Effects
7.7 Summary
8.1 Group by Group OLS Regression
8.2 Poolability Test across Groups
8.3 Poolability Test over Time
9. Conclusion
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Published by: jjanggu on Aug 26, 2011
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07/14/2013

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