On two stage least squares estimation of the average treatment effect in a random coefficient model

被引：99
|
作者：
Wooldridge, JM
机构：
来源：
ECONOMICS LETTERS | 1997年 / 56卷 / 02期
关键词：
average treatment effect; unobserved heterogeneity; random coefficient; two stage least squares;
D O I：
10.1016/S0165-1765(97)81890-3
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper establishes two sets of assumptions under which the two stage least squares estimator consistently estimates the average treatment effect in a random coefficient model. The key feature of the model is that an endogenous explanatory variable interacts with unobserved heterogeneity. (C) 1997 Elsevier Science S.A.
引用
收藏
页码：129 / 133
页数：5
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