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Identification with averaged data and implications for hedonic regression studies

Machado, JAF and Silva, JMCS (2003) Identification with averaged data and implications for hedonic regression studies .

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Abstract

In the estimation of models with averaged data, weighted least squares is often used and recommended as a way of improving the efficiency of the estimator. However, if the size of the different 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.

Item Type: Other
Authors :
NameEmailORCID
Machado, JAFUNSPECIFIEDUNSPECIFIED
Silva, JMCSUNSPECIFIEDUNSPECIFIED
Date : 5 March 2003
Uncontrolled Keywords : C13, Endogenous sampling, Functional form, Weighted least squares.
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:35
Last Modified : 16 May 2017 15:35
URI: http://epubs.surrey.ac.uk/id/eprint/820675

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