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Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

  • Chen, Xiaohong
  • Hu, Yingyao
  • Lewbel, Arthur

We observe a dependent variable and some regressors, including a mismeasured binary regressor. We provide identification of the nonparametric regression model containing this misclassified dichotomous regressor. We obtain identification without parameterizations or instruments, by assuming the model error isn't skewed.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4S3G3T6-1/2/116da071e62cbe6c3ed313edd712f36f
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 100 (2008)
Issue (Month): 3 (September)
Pages: 381-384

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Handle: RePEc:eee:ecolet:v:100:y:2008:i:3:p:381-384
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Li, Tong, 2002. "Robust and consistent estimation of nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 110(1), pages 1-26, September.
  2. Hsiao, C., 1989. "Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data," Papers 8944, Tilburg - Center for Economic Research.
  3. Lewbel, Arthur, 2007. "A local generalized method of moments estimator," Economics Letters, Elsevier, vol. 94(1), pages 124-128, January.
  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.
  5. Aprajit Mahajan, 2006. "Identification and Estimation of Regression Models with Misclassification," Econometrica, Econometric Society, vol. 74(3), pages 631-665, 05.
  6. Hong, Han & Tamer, Elie, 2003. "A simple estimator for nonlinear error in variable models," Journal of Econometrics, Elsevier, vol. 117(1), pages 1-19, November.
  7. 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.
  8. Yingyao Hu & Susanne Schennach, 2006. "Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments," CeMMAP working papers CWP17/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Chunrong Ai & Xiaohong Chen, 2003. "Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions," Econometrica, Econometric Society, vol. 71(6), pages 1795-1843, November.
  10. 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 for Research in Economics, Yale University.
  11. Xiaohong Chen & Han Hong & Elie Tamer, 2005. "Measurement Error Models with Auxiliary Data," Review of Economic Studies, Oxford University Press, vol. 72(2), pages 343-366.
  12. Arthur Lewbel, 2003. "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics 556, Boston College Department of Economics, revised 04 Sep 2006.
  13. Raymond J. Carroll & David Ruppert & Ciprian M. Crainiceanu & Tor D. Tosteson & Margaret R. Karagas, 2004. "Nonlinear and Nonparametric Regression and Instrumental Variables," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 736-750, January.
  14. Susanne M. Schennach, 2004. "Estimation of Nonlinear Models with Measurement Error," Econometrica, Econometric Society, vol. 72(1), pages 33-75, 01.
  15. 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.
  16. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
  17. Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society.
  18. 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.
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