Identification of non-additive fixed effects models: Is the return to teacher quality homogeneous?
非加性固定效应模型的识别:教师质量回报是否同质?
Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters additively and interacts with treatment variables. We present identification and estimation methods for parameters of interest in this model under both strict and weak exogeneity assumptions. The key identification insight is that other…