Fixed-effects models have become increasingly popular in social-science research. The possibility to control for unobserved heterogeneity makes these models a prime tool for causal analysis. Fixed-effects models have been derived and implemented for many statistical software packages for...

Correlated random-effects (Mundlak, 1978, Econometrica 46: 69–85; Wooldridge, 2010, Econometric Analysis of Cross Section and Panel Data [MIT Press]) and hybrid models (Allison, 2009, Fixed Effects Regression Models [Sage]) are attractive alternatives to standard random-effects and fixed-effects...

The new edition of the book by Dunn (2004) is reviewed.

This article develops a method for implementing a simulated multivariate random-effects probit model for unbalanced panels (with gaps) and illustrates the model by using artificial data. Halton draws generated by mdraws are used to simulate multivariate normal probabilities with the mvnp() egen...

Frailty models are the survival data analog to regression models, which account for heterogeneity and random effects. A frailty is a latent multiplicative effect on the hazard function and is assumed to have unit mean and variance theta, which is estimated along with the other model parameters....

This article reviews Mostly Harmless Econometrics: An Empiricist's Companion, by Joshua D. Angrist and Jorn-Steffen Pischke.

Methods for fixed-effects estimation of the three-way error-components model are not yet standard. Where possible, we make the fixed-effects methods originally developed by Abowd, Kramarz, and Margolis (Econometrica 67: 251-333) for linked worker-firm data more accessible. We also show how these...

This article proposes a memory-saving decomposition of the design matrix to facilitate the estimation of a linear model with two high-dimensional fixed effects. A common way to fit such a model is to take into account one of the effects by including dummy variables and to sweep out the other...

Availability of large, multilevel longitudinal databases in various fields including labor economics (with workers and firms observed over time) and ed- ucation research (with students and teachers observed over time) has increased the application of panel-data models with multiple levels of...

In this article, we describe an iterative approach for the estimation of linear regression models with high-dimensional fixed effects. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to nonlinear models and to...