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Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu

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  • Han Hong

Abstract

This is a very interesting paper that develops nonparametric identification results and and semiparametric estimators for a nonparametric and semiparametric nonclassical measurement error model using a combination of a primary data set and an auxiliary data set. Their estimator not only achieves the semiparametric efficiency bound when the conditional regression model is correctly specified parametrically, but also performs well in finite sample simulation designs. In their paper, an application of their method to studying the relation between the amount of beta-carotene from food and the latent true daily long-term intake of beta-carotene using two data sets from the Eating at America's Table Study (EATS) and the Observing Protein and Energy Nutrition study shows that ignoring measurement errors in the EATS data set leads to substantial attenuation bias in the regression coefficient.

Suggested Citation

  • Han Hong, 2010. "Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 405-408.
    • Handle: RePEc:taf:gnstxx:v:22:y:2010:i:4:p:405-408
    DOI: 10.1080/10485250903329542
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    References listed on IDEAS

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    1. Bound, John & Krueger, Alan B, 1991. "The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?," Journal of Labor Economics, University of Chicago Press, vol. 9(1), pages 1-24, January.
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    Cited by:

    1. Yingyao Hu & Yi Xin, 2019. "Identi?cation and estimation of dynamic structural models with unobserved choices," CeMMAP working papers CWP35/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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