Non linear correlated random effects models with endogeneity and unbalanced panels
提出了一种结合相关随机效应和控制函数的方法，用于估计存在未观测异质性和内生性的非线性面板数据模型，并应用于学校支出对学生数学通过率的影响，发现支出增加10%使通过率提高约2个百分点。
We present simple procedures for estimating non linear panel data models in the presence of unobserved heterogeneity and possible endogeneity with respect to time-varying unobservables. We combine a correlated random effects approach with a control function approach while accounting for missing time periods for some units. We examine the performance of the approach in comparisons with standard estimators using Monte Carlo simulation. We apply the methods to estimate the effects of school spending on student pass rates on a standardized math exam. We find that a 10% increase in spending leads to an approximately 2 percentage point increase in math pass rates.