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From |
Christopher F Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: Heisenberg principle |

Date |
Fri, 18 Oct 2002 07:55:42 -0400 |

--On Friday, October 18, 2002 2:33 -0400 Joseph wrote:

I was going to run this by my friend the theoretical physicist, but...under what circumstances would time be considered a random effect?

It is not time (nor the individual, for that matter: state of residence is not a random choice, either) that is random, it is the deviation of this unit's observations from the grand mean that is taken as random. I.e.

y_{i,t} = mu + X_{i,t} b + [theta_i + epsilon_{i,t}]

makes the assumption that the 'effect' of being Ms. I is a random variable

theta_i (rather than a 'fixed effect'). There is nothing wrong with instead having lambda_t as the random effect on y of being in period t. It is the change in the conditional mean of y that is random, not the time period.

Kit

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