Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/79405 
Year of Publication: 
2003
Series/Report no.: 
cemmap working paper No. CWP04/04
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
I show that a class of fixed effects estimators is reasonably robust for estimating 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. Further, asymptotic variance matrices are straightforward to estimate. I apply the results, and propose alternative estimators, to estimation of average treatment in a general class of unobserved effects models.
Subjects: 
Average Treatment Effect , Fixed Effects , Random Coefficient
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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