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A Note on the Correlated Random Coefficient Model

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  • Christophe Kolodziejczyk

    (Department of Economics, University of Copenhagen)

Abstract

In this note we derive the bias of the OLS estimator for a correlated random coefficient model with one random coefficient, but which is correlated with a binary variable. We provide set-identification to the parameters of interest of the model. We also show how to reduce the bias of the estimator.

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File URL: http://www.econ.ku.dk/cam/wp0910/wp0406/2006-10.pdf/
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Bibliographic Info

Paper provided by University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics in its series CAM Working Papers with number 2006-10.

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Length: 8 pages
Date of creation: Aug 2006
Date of revision:
Handle: RePEc:kud:kuieca:2006_10

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Keywords: correlated random coefficient model; bias; discrete choice;

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  1. Martin Browning & Valérie Lechene, 2003. "Children and Demand: Direct and Non-Direct Effects," Review of Economics of the Household, Springer, vol. 1(1), pages 9-31, January.
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Cited by:
  1. Christophe Kolodziejczyk, 2006. "Retirement and Fixed Costs to Work: An Empirical Analysis," CAM Working Papers 2006-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.

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