A simple estimator for the correlated random coefficient model

Rembert De Blander ()

Economics Letters, 2010, vol. 106, issue 3, 158-161

Abstract: This note presents an estimator for the linear correlated random coefficient model which is an extension of Garen's (1984) selectivity bias method. The choice between the proposed estimator and IV estimation reflects a trade-off between efficiency and first-stage reduced form robustness.

Keywords: Average; treatment; effect; Correlated; random; coefficients; Unobserved; heterogeneity (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:106:y:2010:i:3:p:158-161

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