Dhrymes, Phoebus J.; Lleras-Muney, Adriana - Center for Health and Wellbeing, Woodrow Wilson School … - 2004
This paper deals with a special case of estimation with grouped data, where the dependent variable is only available for groups, whereas the endogenous regressor(s) is available at the individual level. By estimating the first stage using the available individual data, and then estimating the...