English, Article, Journal or magazine article edition: Fixed-effects Estimation and Decomposition: Insights from Monte Carlo Studies Axel Heitmueller

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Bookmark: http://trove.nla.gov.au/version/101789
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Fixed-effects Estimation and Decomposition: Insights from Monte Carlo Studies
Author
  • Axel Heitmueller
Physical Description
  • preprint
Notes
  • In the presence of more readily available panel data the question arises whether standard decomposition techniques can be applied in the same spirit as in cross-section data. Monte Carlo studies show that employing a simple decomposition into explained and unexplained parts in the presence of time-invariant regressors using fixed-effects estimation will yield biased and inconsistent results. It is shown that this is not the case if the means in time-invariant variables of the respective groups are equal. Hence, it is argued that standard decomposition techniques are only transferable to fixed-effects estimation under certain stricter assumptions which are testable. This talk will outline these arguments, and discuss how the various decomposition techniques can be implemented in Stata.
  • RePEc:boc:usug05:08
Language
  • English
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