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.
Year of publication: |
2008
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Authors: | Chen, Xiaohong ; Hu, Yingyao ; Lewbel, Arthur |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1473-1479
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Publisher: |
Elsevier |
Saved in:
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