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Quantile Regression With Mismeasured Covariates

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  • Schennach, Susanne M.

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 24 (2008)
Issue (Month): 04 (August)
Pages: 1010-1043

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Handle: RePEc:cup:etheor:v:24:y:2008:i:04:p:1010-1043_08

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. Schennach, Susanne M., 2004. "Nonparametric Regression In The Presence Of Measurement Error," Econometric Theory, Cambridge University Press, vol. 20(06), pages 1046-1093, December.
  2. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.
  3. Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, 03.
  4. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, 09.
  5. Arthur Lewbel, 1998. "Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors," Econometrica, Econometric Society, vol. 66(1), pages 105-122, January.
  6. J. A. Hausman & W. K. Newey & J. L. Powel, 1988. "Nonlinear Errors in Variables: Estimation of Some Engel Curves," Working papers 504, Massachusetts Institute of Technology (MIT), Department of Economics.
  7. Heckman, James J, 1990. "Varieties of Selection Bias," American Economic Review, American Economic Association, vol. 80(2), pages 313-18, May.
  8. Susanne M Schennach, 2007. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, vol. 75(1), pages 201-239, 01.
  9. Victor Chernozhukov & Christian Hansen, 2005. "An IV Model of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 73(1), pages 245-261, 01.
  10. Bollinger, Christopher R, 1998. "Measurement Error in the Current Population Survey: A Nonparametric Look," Journal of Labor Economics, University of Chicago Press, vol. 16(3), pages 576-94, July.
  11. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(03), pages 560-586, June.
  12. Whitney K. Newey, 2001. "Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 616-627, November.
  13. Wang, Liqun, 1998. "Estimation of censored linear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 84(2), pages 383-400, June.
  14. Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
  15. Alberto Abadie & Joshua Angrist & Guido Imbens, 1999. "Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings," Working papers 99-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  16. Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, 01.
  17. Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K., 2007. "Instrumental variable estimation of nonseparable models," Journal of Econometrics, Elsevier, vol. 139(1), pages 4-14, July.
  18. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09.
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Citations

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Cited by:
  1. Le Wang, 2013. "How Does Education Affect the Earnings Distribution in Urban China?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 435-454, 06.
  2. Huixia Judy Wang & Leonard A. Stefanski & Zhongyi Zhu, 2012. "Corrected-loss estimation for quantile regression with covariate measurement errors," Biometrika, Biometrika Trust, vol. 99(2), pages 405-421.
  3. Susanne Schennach, 2012. "Measurement error in nonlinear models- a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
  5. Wei, Ying & Carroll, Raymond J., 2009. "Quantile Regression With Measurement Error," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1129-1143.
  6. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
  7. Michele De Nadai & Arthur Lewbel, 2012. "Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation," Boston College Working Papers in Economics 790, Boston College Department of Economics, revised 01 Jul 2013.
  8. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  9. Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(3), pages 475-493, June.
  10. Christoph M. Schmidt & Harald Tauchmann, 2010. "Heterogeneity in the Intergenerational Transmission of Alcohol Consumption – A Quantile Regression Approach," Ruhr Economic Papers 0186, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  11. Eren, Ozkan & Ozbeklik, Serkan, 2013. "The effect of noncognitive ability on the earnings of young men: A distributional analysis with measurement error correction," Labour Economics, Elsevier, vol. 24(C), pages 293-304.
  12. Susanne Schennach, 2013. "Convolution without independence," CeMMAP working papers CWP46/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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