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RE: st: REOPROB


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: REOPROB
Date   Thu, 5 Nov 2009 17:50:40 -0000

Very well said. 

Nick 
[email protected] 

Maarten buis

--- On Thu, 5/11/09, Tim Waring wrote:
> One final point on the meaning of fixed effects - there
> seems to be some confusing differences in how people use the
> term.  The safest meaning is that used by
> statisticians, but there are many other uses.  It is
> probably good that everyone know what those uses are, and
> Andrew Gelman provides a nice summary of the different
> meanings that people use for "fixed effects":

I disagree, on the Statalist it would be safest to follow the 
conventions in official Stata, which would seem to be that 
fixed effects refers to the model that only uses information 
within a level rather than to the non-random coefficients in 
a random effects model. For example, if you want to estimate 
such a model, you would typically have to specify the -fe- 
option within an -xt- command, where -fe- stands for fixed 
effects. 

A more general lesson is that we are a multi-disciplinary
list, so we should not assume that the terminology (and 
literature) that is very well known within our own 
discipline is also known by the rest of the list. The one 
thing that we do have in common is Stata, so that should 
be our point of reference.

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