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 ...

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 ...

This paper proposes a residual-based Lagrange Multiplier (LM) test for slope homogeneity in large-dimensional panel data models with interactive fixed effects. We first run the panel regression under ...

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 ...