The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Nov, 1981, Volume 49, Issue 6
https://www.jstor.org/stable/1911407
p. 1399-1416
Joseph A. Yahav, Yair Mundlak
A conceptual framework is suggested for integrating fixed effects and random effects models into one framework. In that framework, the pertinent distribution is a convolution of two distributions; one is a degenerate distribution. A method is suggested and analyzed for separating between the two distributions when the second distribution is normal.
December 4, 2024
