The distributions of the common and idiosyncratic components for an individual variable are important in forecasting and applications. However, they are not identified with low-dimensional observation
This is an R script that was used to analyze embryo performance (input file is called "embryo_performance_submission.txt" and also provided here). Data was analyzed with the R-package "lme4".
In this article, we present a new command, xtspj, that corrects for incidental parameter bias in panel-data models with fixed effects. The correc- tion removes the first-order bias term of the maximum