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Estimation of Average Treatment Effects With Misclassification

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Author Info
Arthur Lewbel

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Abstract

This paper provides conditions for identification and estimation of the conditional or unconditional average effect of a binary treatment or policy on a scalar outcome in models where treatment may be misclassified. Misclassification probabilities and the true probability of treatment are also 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. Conditional outcomes, treatment probabilities, and misclassification probabilities are nonparametric. The identifying assumption is the existence of a variable that affects the decision to treat and satisfies some conditional independence assumptions. This variable could be an instrument or a second mismeasure of treatment. Estimation takes the form of either ordinary GMM or a local GMM that is proposed, which can be used generally to nonparametrically estimate functions from conditional moment restrictions

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Paper provided by Econometric Society in its series Econometric Society 2004 North American Winter Meetings with number 210.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:nawm04:210

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Keywords: Program Evaluation Treatment Effects Misclassification Measurement error 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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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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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. 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:
  3. 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:
  4. 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!]
  5. 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:
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