PMID- 21769157
OWN - NLM
STAT- PubMed-not-MEDLINE
LR  - 20211020
IS  - 0037-7732 (Print)
IS  - 1534-7605 (Electronic)
IS  - 0037-7732 (Linking)
VI  - 89
IP  - 1
DP  - 2010 Sep
TI  - A GENERAL PANEL MODEL WITH RANDOM AND FIXED EFFECTS: A STRUCTURAL EQUATIONS 
      APPROACH.
PG  - 1-34
AB  - 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.
FAU - Bollen, Kenneth A
AU  - Bollen KA
AD  - H.W. Odum Institute for Research in Social Science, Department of Sociology & 
      Statistics, University of North Carolina, Chapel Hill.
FAU - Brand, Jennie E
AU  - Brand JE
LA  - eng
GR  - R01 DA013148/DA/NIDA NIH HHS/United States
GR  - R01 DA013148-01/DA/NIDA NIH HHS/United States
GR  - R01 DA013148-05A2/DA/NIDA NIH HHS/United States
GR  - R24 HD041022/HD/NICHD NIH HHS/United States
PT  - Journal Article
PL  - England
TA  - Soc Forces
JT  - Social forces; a scientific medium of social study and interpretation
JID - 20810070R
PMC - PMC3137523
MID - NIHMS300372
EDAT- 2011/07/20 06:00
MHDA- 2011/07/20 06:01
PMCR- 2011/09/01
CRDT- 2011/07/20 06:00
PHST- 2011/07/20 06:00 [entrez]
PHST- 2011/07/20 06:00 [pubmed]
PHST- 2011/07/20 06:01 [medline]
PHST- 2011/09/01 00:00 [pmc-release]
AID - 10.1353/sof.2010.0072 [doi]
PST - ppublish
SO  - Soc Forces. 2010 Sep;89(1):1-34. doi: 10.1353/sof.2010.0072.