The Coefficient of the Whole Is an Average of the Coefficients of Its Parts : A Special Case of Restricted Least Squares
This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.
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Format: | Journal Article |
Language: | EN |
Published: |
2012
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Online Access: | http://hdl.handle.net/10986/5898 |
Summary: | This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available. |
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