Browse IFS
Publication types
Journal Articles
May 2005
Article
On the robustness of fixed effects and related estimators in correlated random coefficient panel data models
Type: Journal Articles
Volume, issue, pages: Vol. 87, No. 2, pp. 385-390
Previous version: cemmap Working Papers [Details]

Download BibTex file | 

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.

Search

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