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Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models

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  • Jeffrey M. Wooldridge

    (Michigan State University)

Abstract

I derive conditions under which a class of fixed-effects estimators consistently estimates 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. I apply the results, and propose alternative estimators, to estimation of average treatment in a class of nonlinear unobserved-effects models. © 2005 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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Bibliographic Info

Article provided by MIT Press in its journal Review of Economics and Statistics.

Volume (Year): 87 (2005)
Issue (Month): 2 (May)
Pages: 385-390

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Handle: RePEc:tpr:restat:v:87:y:2005:i:2:p:385-390

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Cited by:
  1. Wooldridge, Jeffrey M., 2011. "A simple method for estimating unconditional heterogeneity distributions in correlated random effects models," Economics Letters, Elsevier, Elsevier, vol. 113(1), pages 12-15, October.
  2. J. David Brown & John Earle & Almos Telegdy, 2005. "The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University 0508, Centre for Economic Reform and Transformation, Heriot Watt University.
  3. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP05/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Vincenzo Atella & Federico Belotti & Domenico Depalo & Andrea Piano Mortari, 2013. "Measuring spatial effects in presence of institutional constraints: the case of Italian Local Health Authority expenditure," CEIS Research Paper, Tor Vergata University, CEIS 278, Tor Vergata University, CEIS, revised 08 May 2013.
  5. Gayle, Wayne-Roy & Namoro, Soiliou Daw, 2013. "Estimation of a nonlinear panel data model with semiparametric individual effects," Journal of Econometrics, Elsevier, Elsevier, vol. 175(1), pages 46-59.
  6. Gebreeyesus, Mulu, 2013. "The end of the multifibre arrangement (MFA) and the heterogeneous performance of quota-constrained countries," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) 035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  7. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 142(1), pages 539-552, January.
  8. Hoderlein, Stefan & White, Halbert, 2012. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," Journal of Econometrics, Elsevier, Elsevier, vol. 168(2), pages 300-314.
  9. Charles E. Gibbons & Juan Carlos Suárez Serrato & Michael B. Urbancic, 2014. "Broken or Fixed Effects?," NBER Working Papers 20342, National Bureau of Economic Research, Inc.
  10. Sylvie Charlot & Riccardo Crescenzi & Antonio Musolesi, 2014. "Augmented and Unconstrained: revisiting the Regional Knowledge Production Function," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies 2414, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Aug 2014.
  11. Wing, Coady & Marier, Allison, 2014. "Effects of occupational regulations on the cost of dental services: Evidence from dental insurance claims," Journal of Health Economics, Elsevier, Elsevier, vol. 34(C), pages 131-143.
  12. Chad D. Meyerhoefer & Muzhe Yang, 2011. "The Relationship between Food Assistance and Health: A Review of the Literature and Empirical Strategies for Identifying Program Effects," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 33(3), pages 304-344.
  13. Jürg Vollenweider, 2013. "The effectiveness of international environmental agreements," International Environmental Agreements: Politics, Law and Economics, Springer, Springer, vol. 13(3), pages 343-367, September.
  14. Kantarevic, Jasmin & Kralj, Boris & Weinkauf, Darrel, 2011. "Enhanced fee-for-service model and physician productivity: Evidence from Family Health Groups in Ontario," Journal of Health Economics, Elsevier, Elsevier, vol. 30(1), pages 99-111, January.

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