Estimated Effects in random effect

[KseniaNedorezova]

Estimated Effects in random effect

[bashtage]

Sorry, I think it is blank.

[bashtage]

Hi @KseniaNedorezova Is there an issue to ask about? Could you post some code demonstrating the issue?

[KseniaNedorezova]

Hello everyone! I work with panel data
All estimated effects are equal 0.
Why estimated effects in random effect model equal 0? P-value of the model 0,0017.

[bashtage]

Can you please post some demo code that reproduces the problem.

[KseniaNedorezova]

import pandas as pd
from linearmodels import PanelOLS, RandomEffects

data = pd.read_excel(r"...", sheet_name = "....").reset_index(drop = True)
data = data.set_index(['Name', 'Year'])
mod_re_prod = RandomEffects(data['Percent'], data[['value_1', "value_2"]]).fit()
mod_EF_re_prod = mod_re_prod.estimated_effects
print(mod_EF_re_prod )

[bashtage]

Any chance you could use one of the demo datasets included with linearmodels to reproduce? That way I can run without needing any data, which might not be available to share.

[bashtage]

Can you post some runnable code so I can see if I can help you? This doesn't usually happen and so seems to be specific to your setup.