Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects
使用组别交互固定效应多层回归模型进行政策分析
The use of multilevel regression models is prevalent in policy analysis to estimate the effect of group level policies on individual outcomes. In order to allow for the time varying effect of group heterogeneity and the group specific impact of time effects, we propose a group interactive fixed effects approach that employs interaction terms of group factor loadings and common factors in this model. For this approach, we consider the least squares estimator and associated…