A Note on the Correlated Random Coefficient Model
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- 2006-10
Final published version, 162 KB, PDF document
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
| Original language | English |
|---|---|
| Place of Publication | Cph. |
| Publisher | Department of Economics, University of Copenhagen |
| Number of pages | 9 |
| Publication status | Published - 2006 |
- Faculty of Social Sciences - bias, correlated random coefficient model, discrete choice
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