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Fixed Effects Model


A fixed effects model treats the effects associated with the observed factor levels or units as unknown constants to be estimated. In a one-factor model,

 Y_(ij)=mu+alpha_i+epsilon_(ij),

the parameters alpha_i describe the particular levels included in the study. A constraint such as sum_(i)alpha_i=0 or a reference-level parameterization makes the representation identifiable.

The term contrasts with a random effects model, in which level effects are modeled as random variables drawn from a population and their variance is a variance component. Which interpretation is appropriate depends on the sampling and inferential goals, not only on the algebraic form of the fitted model.


See also

Factor Level, General Linear Model, Random Effects Model, Variance Component

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References

Searle, S. R.; Casella, G.; and McCulloch, C. E. Variance Components. Hoboken, NJ: Wiley, 2006.

Cite this as:

Weisstein, Eric W. "Fixed Effects Model." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/FixedEffectsModel.html

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