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Estimation of Average Treatment Effects With Misclassification

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Author Info
Arthur Lewbel () (Boston College)

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Abstract

This paper considers identification and estimation of the marginal effect of a mismeasured binary regressor in a nonparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Misclassification probabilities and the true probability of treatment are also nonparametrically identified. Misclassification occurs when treatment is measured with error, that is, some units are reported to have received treatment when they actually have not, and vice versa. The identifying assumption is existence of a variable that affects the decision to treat (the binary regressor) and satisfies some conditional independence assumptions. This variable could be an instrument or a second mismeasure of treatment. Estimation is either ordinary GMM or a proposed local GMM, which can be used generally to nonparametrically estimate functions based on conditional moment restrictions. An empirical application estimating returns to schooling is provided.

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Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 556.

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Length: 27 pages
Date of creation: 04 Apr 2003
Date of revision: 04 Sep 2006
Handle: RePEc:boc:bocoec:556

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Related research
Keywords: binary regressor; program evaluation; treatment effects; misclassification; contamination bias; measurement error; binary choice; binomial response.;

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Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    Other versions:
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  28. Lewbel, Arthur, 2000. "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, vol. 16(04), pages 603-609, August. [Downloadable!]
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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation, Yale University. [Downloadable!]
  2. Sheng Guo, 2009. "Rich Dad, Rich Kid? Switching Regression Estimates of Intergenerational Mobility of Consumption," Working Papers 0904, Florida International University, Department of Economics. [Downloadable!]
  3. Fitzenberger, Bernd & Osikominu, Aderonke & Völter, Robert, 2005. "Imputation Rules to Improve the Education Variable in the IAB Employment Subsample," ZEW Discussion Papers 05-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    Other versions:
  4. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information," Boston College Working Papers in Economics 676, Boston College Department of Economics. [Downloadable!]
    Other versions:
  5. Erich Battistin & Barbara Sianesi, 2006. "Misreported schooling and returns to education: evidence from the UK," CeMMAP working papers CWP07/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  6. Yingyao Hu & Arthur Lewbel, 2008. "Identifying the returns to lying when the truth is unobserved," CeMMAP working papers CWP06/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  7. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments," Boston College Working Papers in Economics 675, Boston College Department of Economics. [Downloadable!]
    Other versions:
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