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st: effects size in pooled ols, random and fixed effects models


From   Volker Ludwig <Volker.Ludwig@mzes.uni-mannheim.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: effects size in pooled ols, random and fixed effects models
Date   Tue, 21 Jun 2011 17:09:27 +0200

Hello Listers,

I estimated three linear models with panel data: pooled OLS, random effects and fixed effects. The specification is very simple, including just one covariate and time dummies.
The coeffcients are, however, not as expected.
As I understand it, the size of the coeff from the RE model must always be in between the other two models because only part of the within-mean is substracted. In my model, this is not the case. (The RE coeff is smallest). Any ideas why?

Many thanks
Volker


________________________

Volker Ludwig

Universität Mannheim
Mannheimer Zentrum für Europäische Sozialforschung (MZES)
D-68131 Mannheim
phone +49-621-181-2849
fax +49-621-181-2803
vludwig@mail.uni-mannheim.de

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