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Estimation of Average Treatment Effects with Misclassification

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  • Arthur Lewbel

Abstract

This paper considers identification and estimation of the effect of a mismeasured binary regressor in a nonparametric or semiparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Failure to account for misclassification is shown to result in attenuation bias in the estimated treatment effect. An identifying assumption that overcomes this bias is the existence of an instrument for the binary regressor that is conditionally independent of the treatment effect. A discrete instrument suffices for nonparametric identification. Copyright The Econometric Society 2007.

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File URL: http://hdl.handle.net/10.1111/j.1468-0262.2006.00756.x
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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 75 (2007)
Issue (Month): 2 (03)
Pages: 537-551

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Handle: RePEc:ecm:emetrp:v:75:y:2007:i:2:p:537-551

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