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Re: st: control variables


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: control variables
Date   Wed, 12 Oct 2011 19:43:51 +0200

Yes....(for the fixed-effects model) if the controls vary within panels (otherwise, they will be collinear to the dummies of the fixed-effects); if you wish to have time invariant controls along with fixed-effects, or you wish to include the fixed-effects in the random-effects estimator you use the "Mundlak" trick--i.e., do not include dummies for the fixed-effects but model the cluster means (at the j level) of all i-level variables.

See: Mundlak, Y. (1978). Pooling of Time-Series and Cross-Section Data. Econometrica, 46(1), 69-85.

Also, Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010). On making causal claims: A review and recommendations. The Leadership Quarterly, 21(6). 1086-1120. http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 12.10.2011 18:48, Maarten Buis wrote:
On Wed, Oct 12, 2011 at 6:33 PM, donsaane dontsi wrote:
Can we add control variables , when running a fixed effect or random effect model?
yes

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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