Identification with excess heterogeneity

Andrew Chesher

No CWP19/05, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: An outcome is determined by a structural function in which the effect of variables of interest is transmitted through a scalar function of those variables - an index. Multiple sources of stochastic variation are permitted to appear as arguments of the structural function, but not as arguments of the index. Conditions are provided under which there is local identification of ratios of partial derivatives of the index.

Date: 2005-12-09
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