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Estimating average partial effects under conditional moment independence assumptions

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Jeffrey M. Wooldridge

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Abstract

I show how to identify and estimate the average partial effect of explanatory variables in a model where unobserved heterogeneity interacts with the explanatory variables and may be unconditionally correlated with the explanatory variables. To identify the populationaveraged effects, I use extensions of ignorability assumptions that are used for estimating linear models with additive heterogeneity and for estimating average treatment effects. New stimators are obtained for estimating the unconditional average partial effect as well as the average partial effect conditional on functions of observed covariates.

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Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP03/04.

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Length: 41 pp.
Date of creation: Mar 2004
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Handle: RePEc:ifs:cemmap:03/04

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  1. Stephan O. Hornig & Horst Rottmann & Rüdiger Wapler, 2009. "Information Asymmetry, Education Signals and the Case of Ethnic and Native Germans," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  2. Miet Maertens & Johan F.M. Swinnen, 2006. "Trade, Standards, and Poverty: Evidence from Senegal," LICOS Discussion Papers 17706, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
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  3. Letort, Elodie & Carpentier, Alain, 2009. "Endogeneity of acreage choices in input allocation equations: implied problems and a solution," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49217, Agricultural and Applied Economics Association. [Downloadable!]
  4. Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CIRJE F-Series CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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