Arbeitspapier
On the robustness of fixed effects and reated estimators in correlated random coefficient panel data models
I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed effects estimator, the results apply to estimators that eliminate individual-specific trends. Further, asymptotic variance matrices are straightforward to estimate. I apply the results, and propose alternative estimators, to estimation of average treatment in a general class of unobserved effects models.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP04/04
- Classification
-
Wirtschaft
- Subject
-
Average Treatment Effect , Fixed Effects , Random Coefficient
Schätztheorie
Zufallsvariable
- Event
-
Geistige Schöpfung
- (who)
-
Wooldridge, Jeffrey M.
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2003
- DOI
-
doi:10.1920/wp.cem.2004.0404
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Wooldridge, Jeffrey M.
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2003
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