Browse IFS
Publication types
cemmap Working Papers
June 2004 CWP04/04
Article
On the robustness of fixed effects and related estimators in correlated random coefficient panel data models.
Type: cemmap Working Papers
Authors: Jeffrey M. Wooldridge
ISSN: 1753-9196
Volume, issue, pages: 22 pp.
Now published in: Review of Economics and Statistics [Details]

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.

Download full version (PDF 228 KB)

Search

Title (or part of title)
Author surname (or part of surname)