This technical note discusses fixed effects models. Though a unified example, the note shows how omitted variable bias can plague estimates in cross-section regressions and how focusing attention on ...

This technical note discusses fixed effects models. Though a unified example, the note shows how omitted variable bias can plague estimates in cross-section regressions and how focusing attention on ...

In this paper, we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors ...

A nonparametric modification is proposed for Cox's proportional hazards model (Cox, 1972, Journal of the Royal Statistical Society, Series B 34, 187-220), where the covariates are fixed, but their ...

Defines the least-squares means for the fixed-effects general linear model. The report also discusses the use of least-squares means in lieu of class or subclass arithmetic means with unbalanced ...