Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
推导了固定效应估计量在个体斜率与协变量相关时一致估计总体平均斜率系数的条件，并应用于非线性未观测效应模型中的平均处理效应估计。
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.