A GENERAL PANEL MODEL WITH RANDOM AND FIXED EFFECTS: A STRUCTURAL EQUATIONS APPROACH.
A GENERAL PANEL MODEL WITH RANDOM AND FIXED EFFECTS: A STRUCTURAL EQUATIONS APPROACH.
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DOI：
10.1353/sof.2010.0072
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发表时间：
2010-09
期刊：
影响因子：
--
通讯作者：
Brand JE
中科院分区：
文献类型：
--
作者：
Bollen KA;Brand JE
纵向数据的固定和随机效应模型在社会学中很常见。它们的主要优点是它们控制时不变的省略变量。然而，分析师在使用这些模型时面临一些问题。一个是是否应用固定效应（FEM）与随机效应（REM）模型的不确定性。另一个较少讨论的问题是，通常实现的FEM和REM模型可能不够灵活。例如，变量的影响，包括潜在的时不变变量，可能会随着时间的推移而改变，而不是像通常的FEM和REM那样保持不变。潜在的时不变变量可能与某些变量相关，而与其他变量无关。滞后的内生变量可能是必要的。超越经典FEM和REM模型的替代方案是已知的，但它们涉及不同的估计器和软件，使得这些扩展模型难以实现和比较。本文提出了一个通用的面板模型，包括标准的有限元和REM作为特殊情况。此外，它还提供了一系列嵌套模型，这些模型提供了更丰富的模型范围，研究人员可以轻松地与似然比检验和拟合统计进行比较。此外，研究人员可以在广泛使用的结构方程模型（SEM）软件中实现我们的一般面板模型及其特殊情况。本文面向应用研究人员，附录和脚注中给出了大多数技术细节。一个扩展的实证例子说明了我们的结果。
Fixed and random effects models for longitudinal data are common in sociology. Their primary advantage is that they control for time-invariant omitted variables. However, analysts face several issues when they employ these models. One is the uncertainty of whether to apply the fixed effects (FEM) versus the random effects (REM) models. Another less discussed issue is that the FEM and REM models as usually implemented might be insufficiently flexible. For instance, the effects of variables, including the latent time-invariant variable, might change over time rather than be constant as in the usual FEM and REM. The latent time-invariant variable might correlate with some variables and not others. Lagged endogenous variables might be necessary. Alternatives that move beyond the classic FEM and REM models are known, but they involve different estimators and software that make these extended models difficult to implement and to compare. This paper presents a general panel model that includes the standard FEM and REM as special cases. In addition, it provides a sequence of nested models that provide a richer range of models that researchers can easily compare with likelihood ratio tests and fit statistics. Furthermore, researchers can implement our general panel model and its special cases in widely available structural equation models (SEMs) software. The paper is oriented towards applied researchers with most technical details given in the appendix and footnotes. An extended empirical example illustrates our results.
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影响因子：
6.8
作者：
BECK, N;KATZ, JN
通讯作者：
KATZ, JN
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9.1
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England, P
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6.3
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作者：
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通讯作者：
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