The coefficient of the whole is an average of the coefficients of its parts: A special case of restricted least squares
AbstractThis paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 104 (2009)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/ecolet
Restricted least squares Measurement errors;
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