Binary misclassification and identification in regression models
We study a regression model with a binary explanatory variable that is subject to misclassification errors. The regression coefficient is then only partially identified. We derive several results that relate different assumptions about the misclassification probabilities and the conditional variances to the size of the identified set.
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- 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.
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- Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments," CeMMAP working papers CWP17/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Arthur Lewbel, 2007.
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- Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
- Aprajit Mahajan, 2006. "Identification and Estimation of Regression Models with Misclassification," Econometrica, Econometric Society, vol. 74(3), pages 631-665, 05.
- Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur, 2008. "A note on the closed-form identification of regression models with a mismeasured binary regressor," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1473-1479, September.
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8909, Wisconsin Madison - Social Systems.
- Klepper, Steven, 1988. "Bounding the effects of measurement error in regressions involving dichotomous variables," Journal of Econometrics, Elsevier, vol. 37(3), pages 343-359, March.
- Bollinger, Christopher R., 1996. "Bounding mean regressions when a binary regressor is mismeasured," Journal of Econometrics, Elsevier, vol. 73(2), pages 387-399, August.
- Kreider, Brent & Pepper, John V., 2003.
"Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors,"
Staff General Research Papers Archive
10229, Iowa State University, Department of Economics.
- Kreider, Brent & Pepper, John V., 2007. "Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 432-441, June.
- Deng, Ping & Hu, Yingyao, 2009. "Bounding the effect of a dichotomous regressor with arbitrary measurement errors," Economics Letters, Elsevier, vol. 105(3), pages 256-260, December.
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