Dear all
Now I proceed a research. The sample data I use is the financial indexes of listed firms, except for the key independent variable which is at the region-level. The dependent variable is at the level of firm. But the key independent variable we focus on is at the level of region.
Now I don't understand how to decide the fixed effect in the econometrics model. Which level fixed effect I should choose? firm or region? or both? Why? Can you recommend some relevant reference?
Best Wish
Lee Jack
Related Posts with Which level fixed effect I should choose？region or firm？or both？
Generalized Hausman test 'suest' after GMM estimation 'xtdpdgmm'- RDD with multivariate local-linear regression
- Creating a variable that counts how many months since you started receiving a 1 for a certain variable
- Crude incidence rate stratified by calendar year
- Indicator Variable dropped from fixed effects regression results
Subscribe to:
Post Comments (Atom)
0 Response to Which level fixed effect I should choose？region or firm？or both？
Post a Comment