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Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors

  • Kaspar Wüthrich

This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007) derive bounds on the coefficient vector under different non-parametric assumptions about the structure of the measurement error. The method is illustrated by analyzing a simple earnings equation.

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File URL: http://www.vwl.unibe.ch/papers/dp/dp1304.pdf
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Paper provided by Universitaet Bern, Departement Volkswirtschaft in its series Diskussionsschriften with number dp1304.

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Date of creation: Aug 2013
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Handle: RePEc:ube:dpvwib:dp1304
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  1. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-37, December.
  2. Maria Ponomareva & Elie Tamer, 2011. "Misspecification in moment inequality models: back to moment equalities?," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 186-203, 07.
  3. Gundersen, Craig & Kreider, Brent & Pepper, John V., 2009. "The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis," Staff General Research Papers 13148, Iowa State University, Department of Economics.
  4. Jacob Mincer, 1958. "Investment in Human Capital and Personal Income Distribution," Journal of Political Economy, University of Chicago Press, vol. 66, pages 281.
  5. Bollinger, Christopher R., 1996. "Bounding mean regressions when a binary regressor is mismeasured," Journal of Econometrics, Elsevier, vol. 73(2), pages 387-399, August.
  6. Jacob A. Mincer, 1974. "Introduction to "Schooling, Experience, and Earnings"," NBER Chapters, in: Schooling, Experience, and Earnings, pages 1-4 National Bureau of Economic Research, Inc.
  7. 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.
  8. Jacob A. Mincer, 1974. "Schooling, Experience, and Earnings," NBER Books, National Bureau of Economic Research, Inc, number minc74-1, August.
  9. Bound, John, et al, 1994. "Evidence on the Validity of Cross-Sectional and Longitudinal Labor Market Data," Journal of Labor Economics, University of Chicago Press, vol. 12(3), pages 345-68, July.
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