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Estimating average partial effects under conditional moment independence assumptions

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  • Jeffrey M. Wooldridge

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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File URL: http://cemmap.ifs.org.uk/wps/cwp0403.pdf
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Bibliographic Info

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
Date of revision:
Handle: RePEc:ifs:cemmap:03/04

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Cited by:
  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 2683, CESifo Group Munich.
  2. Carpentier, Alain & Letort, Elodie, 2011. "Endogeneity of Acreage Choices in Input Allocation Equation: Implied Problems and a Solution," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114386, European Association of Agricultural Economists.
  3. Maertens, Miet & Swinnen, Johan F.M., 2007. "Trade, Standards and Poverty. Evidence from Senegal," 106th Seminar, October 25-27, 2007, Montpellier, France 7924, European Association of Agricultural Economists.
  4. Sergio Firpo & Nicole M. Fortin & Thomas Lemieux, 2007. "Unconditional Quantile Regressions," NBER Technical Working Papers 0339, National Bureau of Economic Research, Inc.
  5. Dlugosz, Stephan, 2011. "Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information," ZEW Discussion Papers 11-013, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  6. Anton L. Flossmann & Winfried Pohlmeier, 2006. "Casual Returns to Education: A Survey on Empirical Evidence for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 226(1), pages 6-23, January.

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