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Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models

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  • Jeffrey M. Wooldridge

    (Michigan State University)

Abstract

I derive conditions under which a class of fixed-effects estimators consistently estimates the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates. In addition to including the usual fixed-effects estimator, the results apply to estimators that eliminate individual-specific trends. I apply the results, and propose alternative estimators, to estimation of average treatment in a class of nonlinear unobserved-effects models. © 2005 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Suggested Citation

  • Jeffrey M. Wooldridge, 2005. "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 385-390, May.
    • Handle: RePEc:tpr:restat:v:87:y:2005:i:2:p:385-390
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