Central to the idea of variance components models is the idea of fixed and random effects. Each effect in a variance components model must be classified as either a fixed or a random effect. Fixed ...

This article investigates spatial panel data models with a space-time filter in disturbances. We consider their estimation by both fixed effects and random effects specifications. With a between ...

The main focus of this course will be on linear mixed models. That is, linear models with fixed effects and random effects. Some topics we’ll discuss are: When would I want to use a random effect? How ...

Purushottam Papatla, A Multiplicative Fixed-Effects Model of Consumer Choice, Marketing Science, Vol. 15, No. 3 (1996), pp. 243-261 ...

The consequence of having random effects in your model is that some observations are no longer uncorrelated but instead have a covariance that depends on the variance of the random effect. In fact, a ...