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Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables

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  • Frazis, Harley
  • Loewenstein, Mark A.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-48GF4V8-2/2/2ec277865bdb728d4b119ac5ee0ed5cd
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 117 (2003)
    Issue (Month): 1 (November)
    Pages: 151-178

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    Handle: RePEc:eee:econom:v:117:y:2003:i:1:p:151-178

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    Web page: http://www.elsevier.com/locate/jeconom

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    1. Wooldridge, Jeffrey M., 1996. "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 74(2), pages 387-405, October.
    2. Bollinger, Christopher R., 1996. "Bounding mean regressions when a binary regressor is mismeasured," Journal of Econometrics, Elsevier, vol. 73(2), pages 387-399, August.
    3. Wolak, Frank A, 1991. "The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models," Econometrica, Econometric Society, vol. 59(4), pages 981-95, July.
    4. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
    5. Froot, Kenneth A., 1989. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(03), pages 333-355, September.
    6. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
    7. Aigner, Dennis J., 1973. "Regression with a binary independent variable subject to errors of observation," Journal of Econometrics, Elsevier, vol. 1(1), pages 49-59, March.
    8. Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger, 1999. "Estimating Returns to Schooling When Schooling is Misreported," NBER Working Papers 7235, National Bureau of Economic Research, Inc.
    9. Christopher L. Foote, 1998. "Trend Employment Growth And The Bunching Of Job Creation And Destruction," The Quarterly Journal of Economics, MIT Press, vol. 113(3), pages 809-834, August.
    10. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    11. Donald W. K. Andrews, 2000. "Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space," Econometrica, Econometric Society, vol. 68(2), pages 399-406, March.
    12. Anne B. Royalty, 1996. "The effects of job turnover on the training of men and women," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 49(3), pages 505-521, April.
    13. Barron, John M & Berger, Mark C & Black, Dan A, 1997. "How Well Do We Measure Training?," Journal of Labor Economics, University of Chicago Press, vol. 15(3), pages 507-28, July.
    14. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January.
    15. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    16. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-41, April.
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    Cited by:
    1. Craig Gundersen & Brent Kreider, 2008. "Food Stamps and Food Insecurity: What Can Be Learned in the Presence of Nonclassical Measurement Error?," Journal of Human Resources, University of Wisconsin Press, vol. 43(2), pages 352-382.
    2. Jonathan Meer, 2009. "Brother Can You Spare a Dime? Peer Effects in Charitable Solicitation," Discussion Papers 08-035, Stanford Institute for Economic Policy Research.
    3. Brachet, Tanguy, 2008. "Maternal Smoking, Misclassification, and Infant Health," MPRA Paper 21466, University Library of Munich, Germany.
    4. Daniel Parent, 2001. "The Effect of Pay-for-Performance Contracts on Wages," CIRANO Working Papers 2001s-05, CIRANO.
    5. Kreider, Brent & Pepper, John V., 2009. "Identification of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence," Staff General Research Papers 12496, Iowa State University, Department of Economics.
    6. Adele Bergin, 2013. "Job Changes and Wage Changes: Estimation with Measurement Error in a Binary Variable," Economics, Finance and Accounting Department Working Paper Series n240-13.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    7. Ronning, Gerd, 2005. "Randomized response and the binary probit model," Economics Letters, Elsevier, vol. 86(2), pages 221-228, February.
    8. Gerd Ronning & Martin Rosemann, 2006. "Estimation of the Probit Model from Anonymized Micro Data," IAW Discussion Papers 25, Institut für Angewandte Wirtschaftsforschung (IAW).
    9. John Cawley & Chad Meyerhoefer, 2010. "The Medical Care Costs of Obesity: An Instrumental Variables Approach," NBER Working Papers 16467, National Bureau of Economic Research, Inc.
    10. Meer, Jonathan, 2011. "Brother, can you spare a dime? Peer pressure in charitable solicitation," Journal of Public Economics, Elsevier, vol. 95(7), pages 926-941.
    11. Gerd Ronning & Martin Rosemann & Harald Strotmann, 2005. "Post-Randomization Under Test: Estimation of the Probit Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(5), pages 544-566, September.
    12. Salas-Velasco, Manuel, 2009. "Beyond lectures and tutorials: Formal on-the-job training received by young European university graduates," Research in Economics, Elsevier, vol. 63(3), pages 200-211, September.

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