When and How Much Do Fixed Effects Matter?

Felix Chan*, László Mátyás, Ágoston Reguly

*Corresponding author for this work

    Research output: Contribution to Book/Report typesChapterpeer-review

    Abstract (may include machine translation)

    The number of possible specifications of the fixed effects, including interacting ones, grows exponentially when the number of panel dimensions increases. The relevance of the exact fixed effects specification is unclear even when one is only concern with the parameter estimates of the covariates. With growing dimensions it is less and less likely that the fixed effects of a model reflect the true data generating process. In this chapter we investigate to what extent the misspecification of the fixed effects affects the unbiasedness and consistency of the least square dummy variable and Within estimators. We find the surprising result that in many cases this does not really matter and even with a misspecified model we can get an unbiased and consistent estimator for the parameters of explanatory variables, as long as some not too restrictive conditions hold. In addition, we also explore the possibility of using partially penalized regression, when shrinkage is only applied to the fixed effects, while the parameters of the other covariates are not part of the regularization, to select the right fixed effects specification.

    Original languageEnglish
    Title of host publicationThe Econometrics of Multi-dimensional Panels
    EditorsLaszlo Matyas
    PublisherSpringer Science and Business Media Deutschland GmbH
    Pages39-60
    Number of pages22
    ISBN (Print)978-3-031-49851-0
    DOIs
    StatePublished - 1 Jan 2024

    Publication series

    NameAdvanced Studies in Theoretical and Applied Econometrics
    Volume54
    ISSN (Print)1570-5811
    ISSN (Electronic)2214-7977

    Fingerprint

    Dive into the research topics of 'When and How Much Do Fixed Effects Matter?'. Together they form a unique fingerprint.

    Cite this