Identification with averaged data and implications for hedonic regression studies

Silva, João Santos; Machado, José

http://hdl.handle.net/10400.5/24365

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Autores

Silva, João Santos

Machado, José

Resumo(s)

In the estimation of models with averaged data, weighted least squares is often used and recommended as a way of improving the e¢ciency of the estimator. However, if the size of the di¤erent groups is not conditionally independent of the regressand, consistent estimation may not be possible at all. It is argued that in the case of some leading examples of averaged data regression, consistent estimation is possible using the usual weighted estimator.

Palavras-chave

Endogenous Sampling Functional Form Weighted Least Squares

URI

http://hdl.handle.net/10400.5/24365

Citação

Silva, João Santos e José Machado .2010. “Identification with averaged data and implications for hedonic regression studies” . Banco de Portugal. Economic Research Department. Working Papers nº 10/ 2010

Editora

Banco de Portugal

Coleções

DM - Documentos de trabalho / Working Papers

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