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Ikke-lineær fast-effekt model×Panel Fixed Effects Model×
FagområdeØkonometriØkonometri
FamilieRegression modelRegression model
Oprindelsesår19841978
OphavspersonGary ChamberlainMundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
TypePanel data estimatorPanel regression estimator
Oprindelig kildeChamberlain, G. (1984). Panel data. In Z. Griliches & M. D. Intriligator (Eds.), Handbook of Econometrics (Vol. 2, pp. 1247–1318). Elsevier. link ↗Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Aliassernonlinear FE model, NLFE, conditional fixed effects model, incidental parameters modelwithin estimator, FE model, within-group estimator, LSDV model
Relaterede55
ResuméThe nonlinear fixed effects model extends fixed effects panel estimation to outcomes governed by nonlinear response functions — such as binary, count, or censored outcomes — while absorbing unobserved individual heterogeneity through unit-specific intercepts. Key special cases include conditional logit for binary outcomes and Poisson fixed effects for count data.The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.
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ScholarGateSammenlign metoder: Nonlinear Fixed Effects Model · Panel Fixed Effects Model. Hentet 2026-06-15 fra https://scholargate.app/da/compare