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Covariance Structure Models for Fixed and Random Effects

Author

Listed:
  • JAY TEACHMAN

    (Western Washington University)

  • GREG J. DUNCAN

    (Northwestern University)

  • W. JEAN YEUNG

    (University of Michigan)

  • DAN LEVY

    (Northwestern University)

Abstract

Fixed- and random-effects models are often used to control for unmeasured personspecific effects when examining the influence of measured covariates on an outcome. To date, different estimators are used for fixed- and random-effects models, making it difficult to choose between these two alternatives. In this article, the authors outline a covariance-structure model that captures both fixed and random effects and provides a simple test for comparing them.

Suggested Citation

  • Jay Teachman & Greg J. Duncan & W. Jean Yeung & Dan Levy, 2001. "Covariance Structure Models for Fixed and Random Effects," Sociological Methods & Research, , vol. 30(2), pages 271-288, November.
    • Handle: RePEc:sae:somere:v:30:y:2001:i:2:p:271-288
    DOI: 10.1177/0049124101030002005
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    References listed on IDEAS

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    1. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    2. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
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    Cited by:

    1. Mette Ejrnæs & Anders Holm, 2006. "Comparing Fixed Effects and Covariance Structure Estimators for Panel Data," Sociological Methods & Research, , vol. 35(1), pages 61-83, August.
    2. Tin-chi Lin & Alícia Adserà, 2013. "Son Preference and Children’s Housework: The Case of India," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 32(4), pages 553-584, August.
    3. Kevin Leicht & David Brady, 2007. "Party to Inequality: Right Party Power and Income Inequality in Affluent Western Democracies," LIS Working papers 460, LIS Cross-National Data Center in Luxembourg.
    4. David Brady, 2003. "The Politics of Poverty: Left Political Institutions, the Welfare State and Poverty," LIS Working papers 352, LIS Cross-National Data Center in Luxembourg.
    5. Alessio Brini & Jimmie Lenz, 2024. "A comparison of cryptocurrency volatility-benchmarking new and mature asset classes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-38, December.
    6. Alessio Brini & Jimmie Lenz, 2024. "A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes," Papers 2404.04962, arXiv.org.
    7. David Brady, 2004. "Reconsidering the Divergence between Elderly, Child and Overall Poverty," LIS Working papers 371, LIS Cross-National Data Center in Luxembourg.
    8. Michael David Bates & Katherine E. Castellano & Sophia Rabe-Hesketh & Anders Skrondal, 2014. "Handling Correlations Between Covariates and Random Slopes in Multilevel Models," Journal of Educational and Behavioral Statistics, , vol. 39(6), pages 524-549, December.
    9. Desjardins, Denise & Dionne, Georges & Koné, N’Golo, 2022. "Reinsurance demand and liquidity creation: A search for bicausality," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 137-154.
    10. Anders Skrondal & Sophia Rabe-Hesketh, 2022. "The Role of Conditional Likelihoods in Latent Variable Modeling," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 799-834, September.
    11. Denise Kall & David Brady, 2007. "Nearly Universal, but Somewhat Distinct: The Feminization of Poverty in Affluent Western Democracies, 1969-2000," LIS Working papers 462, LIS Cross-National Data Center in Luxembourg.
    12. David Brady, 2004. "The Welfare State and Relative Poverty in Rich Western Democracies, 1967-1997," LIS Working papers 390, LIS Cross-National Data Center in Luxembourg.
    13. Thomas Volscho, Jr., 2004. "Income Distribution in 14 OECD Nations, 1967-2000: Evidence from the Luxembourg Income Study," LIS Working papers 386, LIS Cross-National Data Center in Luxembourg.

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