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tp3761611p3761611
2011 Aug 23
1
Efficiency of random and fixed effects estimator
Hi all,
I am statistically confused tonight. When the assumptions to a random
effects estimator are warranted, random effects should be the more efficient
estimator than the fixed effects estimator because it uses fewer degrees of
freedom (estimating just the variance parameter of the normal rather than
using one df for each included fixed effect, I thought). However, I don't
find this to be