Identification with averaged data and implications for hedonic regression studies

Detalhes bibliográficos
Autor(a) principal: Silva, João Santos
Data de Publicação: 2010
Outros Autores: Machado, José
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/24365
Resumo: 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.
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spelling Identification with averaged data and implications for hedonic regression studiesEndogenous SamplingFunctional FormWeighted Least SquaresIn 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.Banco de PortugalRepositório da Universidade de LisboaSilva, João SantosMachado, José2022-05-24T16:59:12Z2010-112010-11-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/24365engSilva, 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/ 2010info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:54:01Zoai:www.repository.utl.pt:10400.5/24365Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:08:25.964048Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Identification with averaged data and implications for hedonic regression studies
title Identification with averaged data and implications for hedonic regression studies
spellingShingle Identification with averaged data and implications for hedonic regression studies
Silva, João Santos
Endogenous Sampling
Functional Form
Weighted Least Squares
title_short Identification with averaged data and implications for hedonic regression studies
title_full Identification with averaged data and implications for hedonic regression studies
title_fullStr Identification with averaged data and implications for hedonic regression studies
title_full_unstemmed Identification with averaged data and implications for hedonic regression studies
title_sort Identification with averaged data and implications for hedonic regression studies
author Silva, João Santos
author_facet Silva, João Santos
Machado, José
author_role author
author2 Machado, José
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Silva, João Santos
Machado, José
dc.subject.por.fl_str_mv Endogenous Sampling
Functional Form
Weighted Least Squares
topic Endogenous Sampling
Functional Form
Weighted Least Squares
description 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.
publishDate 2010
dc.date.none.fl_str_mv 2010-11
2010-11-01T00:00:00Z
2022-05-24T16:59:12Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/24365
url http://hdl.handle.net/10400.5/24365
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 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
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Banco de Portugal
publisher.none.fl_str_mv Banco de Portugal
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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