Relationship between mixed-effects models and fixed-effects models
If I understand correctly, "fixed effects" in econometrics are simply categorical variables, especially ones with a large number of levels. There are "fixed" in the sense that they are observed at fixed (discrete) levels instead of as continuously. I don't have access to my copy at the moment, but this is discussed in Gelman & Hill (2006). Phillip
On 07/06/2021 10:09, Douglas Bates wrote:
Occasionally I encounter discussions of what are called fixed-effects models in econometrics but I haven't seen descriptions of the underlying statistical model. Can anyone point me to a description of these models, in particular a description in terms of a probability distribution of the response? I would be particularly interested in a discussion of how they relate to mixed-effects models as we think of them in lme4 and nlme. [[alternative HTML version deleted]]
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