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Well-Posedness of Measurement Error Models for Self-Reported Data

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Yonghong An and Yingyao Hu
Abstract

It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that a property of self-reporting errors, observed from validation studies, is that the probability of reporting the truth is nonzero conditional on the true values, and furthermore, this property implies that measurement error models for self-reporting data are in fact well-posed. We also illustrate that the classical measurement error models may in fact be conditionally well-posed given prior information on the distribution of the latent variable X*.

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Paper provided by The Johns Hopkins University,Department of Economics in its series Economics Working Paper Archive with number 556.

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Date of creation: Oct 2009
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Handle: RePEc:jhu:papers:556

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  1. Bollinger, Christopher R, 1998. "Measurement Error in the Current Population Survey: A Nonparametric Look," Journal of Labor Economics, University of Chicago Press, vol. 16(3), pages 576-94, July. [Downloadable!] (restricted)
  2. Richard Blundell & Xiaohong Chen & Dennis Kristensen, 2007. "Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves," Econometrica, Econometric Society, vol. 75(6), pages 1613-1669, November. [Downloadable!] (restricted)
  3. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, 09. [Downloadable!] (restricted)
  4. 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)
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This page was last updated on 2009-12-21.


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