Identification with Averaged Data and Implications for Hedonic Regression Studies

José António Machado
Authors registered in the RePEc Author Service: João M.C. Santos Silva

Working Papers from Banco de Portugal, Economics and Research Department

Abstract: In this estimation of models with averaged data, weighted least squares is often used and recommended as a way of improving the efficiency of the estimator. However, if the size of the different groups is not conditionally independent of the regressand, consistent estimation may not be possible at all. It is argued that in the case of some leading examples of averaged data regression, consistent estimation is possible using the usual weighted estimator.

JEL-codes: C13 (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.bportugal.pt/sites/default/files/anexos/papers/wp200110.pdf

Related works:
Working Paper: Identification with averaged data and implications for hedonic regression studies (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ptu:wpaper:w200110

Access Statistics for this paper

More papers in Working Papers from Banco de Portugal, Economics and Research Department Contact information at EDIRC.
Bibliographic data for series maintained by DEE-NTD (estudos@bportugal.pt).