On two stage least squares estimation of the average treatment effect in a random coefficient model

被引：99

作者：

Wooldridge, JM

机构：

来源：

ECONOMICS LETTERS | 1997年 / 56卷 / 02期

关键词：

average treatment effect; unobserved heterogeneity; random coefficient; two stage least squares;

D O I：

10.1016/S0165-1765(97)81890-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper establishes two sets of assumptions under which the two stage least squares estimator consistently estimates the average treatment effect in a random coefficient model. The key feature of the model is that an endogenous explanatory variable interacts with unobserved heterogeneity. (C) 1997 Elsevier Science S.A.

引用

页码：129 / 133

页数：5

共 4 条

[1] THE RETURNS TO SCHOOLING - A SELECTIVITY BIAS APPROACH WITH A CONTINUOUS CHOICE VARIABLE [J].