A Note on the Correlated Random Coefficient Model

Christophe Kolodziejczyk

No 2006-10, CAM Working Papers from University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics

Abstract: In this note we derive the bias of the OLS estimator for a correlated random coefficient model with one random coefficient, but which is correlated with a binary variable. We provide set-identification to the parameters of interest of the model. We also show how to reduce the bias of the estimator.

Keywords: correlated random coefficient model; bias; discrete choice (search for similar items in EconPapers)
JEL-codes: C13 C21 (search for similar items in EconPapers)
Pages: 8 pages
Date: 2006-08
New Economics Papers: this item is included in nep-dcm and nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:kud:kuieca:2006_10

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