Tobias Rüttenauer
Tobias Rüttenauer
About
CV
Publications
Software
Work in Progress
Teaching
Hausman test
Fixed Effects Individual Slopes: Accounting and Testing for Heterogeneous Effects in Panel Data or Other Multilevel Models
This study shows how heterogeneous slopes or trends can bias conventional FE estimators, and demonstrates how Fixed Effects Individual Slopes estimators in combination with two specification tests can overcome this bias.
feisr: Estimating Fixed Effects Individual Slope Models
This package implements Fixed Effects Individual Slopes Estimators and related test statistics in R.
Cite
×