This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Estimation of Nonlinear Models with Measurement Error Using Marginal Information Author info | Abstract | Publisher info | Download info | Related research | Statistics Geert Ridder
Yingyao Hu
Additional information is available for the following
registered author(s):
We consider the problem of consistent estimation of nonlinear models with mismeasured explanatory variables, when marginal information on the true values of these variables is available. The marginal distribution of the true variables is used to identify the distribution of the measurement error, and the distribution of the true variables conditional on the mismeasured and the other explanatory variables. The estimator is shown to be root-n consistent and normally distributed. The simulation results are in line with the asymptotic results. The semi-parametric MLE is applied to a duration model for AFDC welfare spells with misreported welfare benefits. The marginal distribution of welfare benefits is obtained from an administrative source
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Econometric Society in its series Econometric Society 2004 North American Summer Meetings with number
21.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length:
Date of creation: 11 Aug 2004Date of revision:
Handle: RePEc:ecm:nasm04:21Contact details of provider: Phone: 1 212 998 3820 Fax: 1 212 995 4487 Email: Web page: http://www.econometricsociety.org/pastmeetings.asp More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: measurement error model marginal information deconvolution Find related papers by JEL classification: C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis I38 - Health, Education, and Welfare - - Welfare and Poverty - - - Government Programs; Provision and Effects of Welfare Programs
This paper has been announced in the following NEP Reports :
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.: Blank, Rebecca M., 1989.
"Analyzing the length of welfare spells ,"
Journal of Public Economics ,
Elsevier, vol. 39(3), pages 245-273, August.
[Downloadable!] (restricted)
Joel L. Horowitz & Marianthi Markatou, 1993.
"Semiparametric Estimation Of Regression Models For Panel Data ,"
Econometrics
9309001, EconWPA.
[Downloadable!]
Moffitt, Robert, 1992.
"Incentive Effects of the U.S. Welfare System: A Review ,"
Journal of Economic Literature ,
American Economic Association, vol. 30(1), pages 1-61, March.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted)
Li, Tong, 2002.
"Robust and consistent estimation of nonlinear errors-in-variables models ,"
Journal of Econometrics ,
Elsevier, vol. 110(1), pages 1-26, September.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted)
Other versions: Meyer, Bruce D, 1990.
"Unemployment Insurance and Unemployment Spells ,"
Econometrica ,
Econometric Society, vol. 58(4), pages 757-82, July.
[Downloadable!] (restricted)
Other versions: Hoynes, Hilary & MaCurdy, Thomas, 1994.
"Has the Decline in Benefits Shortened Welfare Spells? ,"
American Economic Review ,
American Economic Association, vol. 84(2), pages 43-48, May.
[Downloadable!] (restricted)
Newey, Whitney K, 1994.
"The Asymptotic Variance of Semiparametric Estimators ,"
Econometrica ,
Econometric Society, vol. 62(6), pages 1349-82, November.
[Downloadable!] (restricted)
Sepanski, J. H. & Carroll, R. J., 1993.
"Semiparametric quasilikelihood and variance function estimation in measurement error models ,"
Journal of Econometrics ,
Elsevier, vol. 58(1-2), pages 223-256, July.
[Downloadable!] (restricted)
Blank, Rebecca M & Ruggles, Patricia, 1994.
"Short-Term Recidivism among Public-Assistance Recipients ,"
American Economic Review ,
American Economic Association, vol. 84(2), pages 49-53, May.
[Downloadable!] (restricted)
Robert Moffitt, 2002.
"The Temporary Assistance for Needy Families Program ,"
NBER Working Papers
8749, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Arthur Lewbel, 1997.
"Constructing Instruments for Regressions with Measurement Error when no Additional Data are Available, with an Application to Patents and R&D ,"
Econometrica ,
Econometric Society, vol. 65(5), pages 1201-1214, September.
Hsiao, Cheng & Wang, Q Kevin, 2000.
"Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(2), pages 523-42, May.
Hausman, J. A. & Newey, W. K. & Powell, J. L., 1995.
"Nonlinear errors in variables Estimation of some Engel curves ,"
Journal of Econometrics ,
Elsevier, vol. 65(1), pages 205-233, January.
[Downloadable!] (restricted)
Bound, John & Griliches, Zvi & Hall, Bronwyn H, 1986.
"Wages, Schooling and IQ of Brothers and Sisters: Do the Family Factors Differ? ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 77-105, February.
[Downloadable!] (restricted)
Mathiowetz, Nancy A & Duncan, Greg J, 1988.
"Out of Work, Out of Mind: Response Errors in Retrospective Reports of Unemployment ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 6(2), pages 221-29, April.
Thomas J. Kane & Cecilia Rouse & Douglas Staiger, 1999.
"Estimating Returns to Schooling When Schooling is Misreported ,"
Working Papers
798, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!]
Arthur Lewbel, 1998.
"Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors ,"
Econometrica ,
Econometric Society, vol. 66(1), pages 105-122, January.
Hsiao, Cheng, 1989.
"Consistent estimation for some nonlinear errors-in-variables models ,"
Journal of Econometrics ,
Elsevier, vol. 41(1), pages 159-185, May.
[Downloadable!] (restricted)
Other versions: Horowitz, Joel L & Markatou, Marianthi, 1996.
"Semiparametric Estimation of Regression Models for Panel Data ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 63(1), pages 145-68, January.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted)
Wang, Liqun, 1998.
"Estimation of censored linear errors-in-variables models ,"
Journal of Econometrics ,
Elsevier, vol. 84(2), pages 383-400, June.
[Downloadable!] (restricted)
Angrist, Joshua D. & Krueger, Alan B., 1999.
"Empirical strategies in labor economics ,"
Handbook of Labor Economics ,
in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 23, pages 1277-1366
Elsevier.
[Downloadable!] (restricted)
Other versions: Hausman, Jerry A. & Newey, Whitney K. & Ichimura, Hidehiko & Powell, James L., 1991.
"Identification and estimation of polynomial errors-in-variables models ,"
Journal of Econometrics ,
Elsevier, vol. 50(3), pages 273-295, December.
[Downloadable!] (restricted)
Hsiao, Cheng, 1991.
"Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 58(4), pages 717-31, July.
[Downloadable!] (restricted)
Other versions:
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.)
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!]
Yingyao Hu & Geert Ridder, 2005.
"On Deconvolution as a First Stage Nonparametric Estimator ,"
IEPR Working Papers
05.29, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Access and
download statistics Did you know? About 750 journals are listed on RePEc .
This page was last updated on 2008-10-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .