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Bounding parameters in a linear regression model with a mismeasured regressor using additional information

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  • Hu, Yingyao

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 133 (2006)
Issue (Month): 1 (July)
Pages: 51-70

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Handle: RePEc:eee:econom:v:133:y:2006:i:1:p:51-70

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

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References

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  1. Iwata, Shigeru, 1992. "Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 297-322.
  2. Edward Leamer, 1906. "Errors in Variables in Linear Systems," UCLA Economics Working Papers 406, UCLA Department of Economics.
  3. 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.
  4. Klepper, Steven, 1988. "Bounding the effects of measurement error in regressions involving dichotomous variables," Journal of Econometrics, Elsevier, vol. 37(3), pages 343-359, March.
  5. Erickson, Timothy, 1993. "Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation," Econometrica, Econometric Society, vol. 61(4), pages 959-69, July.
  6. Joshua Angrist & Alan Krueger, 1998. "Empirical Strategies in Labor Economics," Working Papers 780, Princeton University, Department of Economics, Industrial Relations Section..
  7. Leamer, Edward E, 1982. "Sets of Posterior Means with Bounded Variance Priors," Econometrica, Econometric Society, vol. 50(3), pages 725-36, May.
  8. Bound, John, et al, 1994. "Evidence on the Validity of Cross-Sectional and Longitudinal Labor Market Data," Journal of Labor Economics, University of Chicago Press, vol. 12(3), pages 345-68, July.
  9. Krasker, William S. & Pratt, John W., 1987. "Bounding the effects of proxy variables on instrumental-variables coefficients," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 233-252, July.
  10. Erickson, Timothy, 1989. "Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model," Econometrica, Econometric Society, vol. 57(6), pages 1299-1316, November.
  11. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-83, January.
  12. Bound, John & Brown, Charles & Mathiowetz, Nancy, 2001. "Measurement error in survey data," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 59, pages 3705-3843 Elsevier.
  13. Klepper, Steven, 1988. "Regressor diagnostics for the classical errors-in-variables model," Journal of Econometrics, Elsevier, vol. 37(2), pages 225-250, February.
  14. Krasker, William S & Pratt, John W, 1986. "Bounding the Effects of Proxy Variables on Regression Coefficients," Econometrica, Econometric Society, vol. 54(3), pages 641-55, May.
  15. Bollinger, Christopher R., 1996. "Bounding mean regressions when a binary regressor is mismeasured," Journal of Econometrics, Elsevier, vol. 73(2), pages 387-399, August.
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Citations

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Cited by:
  1. Deng, Ping & Hu, Yingyao, 2009. "Bounding the effect of a dichotomous regressor with arbitrary measurement errors," Economics Letters, Elsevier, vol. 105(3), pages 256-260, December.
  2. Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
  3. Bhatta, Bharat P. & Larsen, Odd I., 2011. "Errors in variables in multinomial choice modeling: A simulation study applied to a multinomial logit model of travel mode choice," Transport Policy, Elsevier, vol. 18(2), pages 326-335, March.
  4. Timothy Halliday, 2007. "Mismeasured Household Size and Its Implications for the Identification of Economies of Scale," Working Papers 200709, University of Hawaii at Manoa, Department of Economics.
  5. Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
  6. Molinari, Francesca, 2005. "Partial Identification of Probability Distributions with Misclassified Data," Working Papers 05-10, Cornell University, Center for Analytic Economics.

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