Equivalence of fixed effects model and dummy variable regression. Estimating a fixed effects model is equivalent to adding a dummy variable for each subject or unit of interest in the standard OLS ...

This technical note discusses fixed effects models. Though a unified example, the note shows how omitted variable bias can plague estimates in cross-section regressions and how focusing attention on ...

Seemingly unrelated regression (SUR), also called joint generalized least squares (JGLS) or Zellner estimation, is a generalization of OLS for multi-equation systems. Like OLS, the SUR method assumes ...

SAS Technical Report R-103, Least-Squares Means in the Fixed-Effects General Linear Models Defines the least-squares means for the fixed-effects general linear model. The report also discusses the use ...