Purushottam Papatla, A Multiplicative Fixed-Effects Model of Consumer Choice, Marketing Science, Vol. 15, No. 3 (1996), pp. 243-261 ...

The consequence of having random effects in your model is that some observations are no longer uncorrelated but instead have a covariance that depends on the variance of the random effect. In fact, a ...

This paper generalizes the Durbin-Watson type statistics to test the OLS residuals from the fixed effects model for serial independence. Also generalized are the tests proposed by Sargan and Bhargava ...

Define and . The fixed effects estimator of is still unbiased under the random effects assumptions, so you need to calculate only the estimate of . In the balanced data case, the estimation method for ...