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interest. We allow the two measurement errors to be nonclassical in the sense that they may both be correlated with the true … regressor, they may be correlated with each other, and we do not require any location normalizations on the measurement errors …
Persistent link: https://www.econbiz.de/10014480598
mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish …
Persistent link: https://www.econbiz.de/10014581847
We examine the effect of survey measurement error on the empirical relationship between child mental health and …
Persistent link: https://www.econbiz.de/10010288335
This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis … of measurement error. The approximations can be estimated using data on observed outcomes, the treatment indicator and … error contaminated covariates providing an indication of the nature and size of measurement error effects. The …
Persistent link: https://www.econbiz.de/10010288404
used is the concept of measurement systems in which a vector of observed variables is expressed as a (possibly nonlinear or …
Persistent link: https://www.econbiz.de/10012621150
their framework to consider measurement error due to the use of proxy/representative respondents. First, we document a … reduction in the gender gap can be smaller than what the estimates without taking into account the measurement error might … suggest. We conclude that a careful validation study would be necessary to ascertain the magnitude of the spurious measurement …
Persistent link: https://www.econbiz.de/10010288367
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the regressor and the dependent variable alone, unless the specification is a member of a very specific parametric family. This family includes the linear specification with...
Persistent link: https://www.econbiz.de/10010318587
sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self … when modeling measurement errors in self-reported data. We also illustrate that the classical measurement error models may …
Persistent link: https://www.econbiz.de/10010288413
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014480391
Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might be achievable using moment conditions which are nonlinear in the disturbances and are based on flexible parametric families for error distributions. We show that these...
Persistent link: https://www.econbiz.de/10010318454