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Identification Of Paired Nonseparable Measurement Error Models

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  • Hu, Yingyao
  • Sasaki, Yuya

Abstract

This paper studies the paired nonseparable measurement error models, where two measurements, X and Y, are produced by mutually independent unobservables, U, V, and W, through the system, X = g(U,V) and Y = h(U,W). We propose restrictions to identify the marginal distribution of the common component U and the conditional distributions of X and Y given U. Applying this method to twin panel data, we find the following robust reporting patterns for years of education: (1) self reports are accurate only when the true years of education are 16 or 18, typically corresponding to advanced university degrees in the US education system; (2) sibling reports are accurate whenever the true years of education are 12, 14, 16, and 18, which are typical diploma years.

Suggested Citation

  • Hu, Yingyao & Sasaki, Yuya, 2017. "Identification Of Paired Nonseparable Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 33(4), pages 955-979, August.
    • Handle: RePEc:cup:etheor:v:33:y:2017:i:04:p:955-979_00
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    Cited by:

    1. Yingyao Hu & Zhongjian Lin, 2018. "Misclassification and the hidden silent rivalry," CeMMAP working papers CWP12/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Dongwoo Kim & Daniel Wilhelm, 2017. "Powerful t-Tests in the presence of nonclassical measurement error," CeMMAP working papers 57/17, Institute for Fiscal Studies.
    3. Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
    4. Grundl, Serafin & Zhu, Yu, 2019. "Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 363-378.
    5. Emmanuel Guerre & Yao Luo, 2019. "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers 1908.05476, arXiv.org, revised Jan 2022.
    6. Yao Luo & Ruli Xiao, 2019. "Identification of Auction Models Using Order Statistics," Working Papers tecipa-630, University of Toronto, Department of Economics.
    7. Cheng Chou & Ruoyao Shi, 2021. "What time use surveys can (and cannot) tell us about labor supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 917-937, November.

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