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RE: st: control variables


From   "donsaane" <[email protected]>
To   <[email protected]>
Subject   RE: st: control variables
Date   Wed, 12 Oct 2011 21:18:38 -0400

Thanks Prof John

-----Message d'origine-----
De : [email protected]
[mailto:[email protected]] De la part de John Antonakis
Envoyé : mercredi 12 octobre 2011 13:44
À : [email protected]
Objet : Re: st: control variables

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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