A Note on the Correlated Random Coefficient Model

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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Year of publication:	2006-08
Authors:	Kolodziejczyk, Christophe
Institutions:	Centre for Applied Microeconometrics (CAM), Økonomisk Institut
Subject:	correlated random coefficient model \| bias \| discrete choice

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Extent:	application/pdf
Series:	CAM Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2006-10 8 pages
Classification:	C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005749473