[R-sig-ME] Relationship between mixed-effects models and fixed-effects models

Phillip Alday me @end|ng |rom ph||||p@|d@y@com
Mon Jun 7 17:27:22 CEST 2021

If I understand correctly, "fixed effects" in econometrics are simply
categorical variables, especially ones with a large number of levels.
There are "fixed" in the sense that they are observed at fixed
(discrete) levels instead of as continuously.

I don't have access to my copy at the moment, but this is discussed in
Gelman & Hill (2006).


On 07/06/2021 10:09, Douglas Bates wrote:
> Occasionally I encounter discussions of what are called fixed-effects
> models in econometrics but I haven't seen descriptions of the underlying
> statistical model.  Can anyone point me to a description of these models,
> in particular a description in terms of a probability distribution of the
> response? I would be particularly interested in a discussion of how they
> relate to mixed-effects models as we think of them in lme4 and nlme.
> 	[[alternative HTML version deleted]]
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

More information about the R-sig-mixed-models mailing list