A note on the closed-form identification of regression models with a mismeasured binary regressor
This note considers the identification of a nonparametric regression model with an unobserved 0-1 dichotomous regressor. The sample consists of a dependent variable and a 0-1 dichotomous proxy of the unobserved regressor. We obtain nonparametric identification of every element in the model as a closed-form function of the observed moments or densities. Our identification strategy does not require any additional sample information, such as instrumental variables or a secondary sample. The closed-form solution may be used to construct estimators of the unknowns.
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Volume (Year): 78 (2008)
Issue (Month): 12 (September)
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References listed on IDEAS
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Boston College Working Papers in Economics
556, Boston College Department of Economics, revised 04 Sep 2006.
- Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, 03.
- Arthur Lewbel, 2004. "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings 210, Econometric Society.
- Bollinger, Christopher R., 1996. "Bounding mean regressions when a binary regressor is mismeasured," Journal of Econometrics, Elsevier, vol. 73(2), pages 387-399, August.
- Erickson, Timothy & Whited, Toni M., 2002. "Two-Step Gmm Estimation Of The Errors-In-Variables Model Using High-Order Moments," Econometric Theory, Cambridge University Press, vol. 18(03), pages 776-799, June.
- Huwang, Longcheen & Gene Hwang, J. T., 2002. "Prediction and confidence intervals for nonlinear measurement error models without identifiability information," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 355-362, July.
- Aprajit Mahajan, 2006. "Identification and Estimation of Regression Models with Misclassification," Econometrica, Econometric Society, vol. 74(3), pages 631-665, 05.
- 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.
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