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Persistent link: https://www.econbiz.de/10010359151
We show that the identification results of finite mixture and misclassification models are equivalent in a widely-used scenario except an extra ordering assumption. In the misclassification model, an ordering condition is imposed to pin down the precise values of the latent variable, which are...
Persistent link: https://www.econbiz.de/10011852530
Virtually all methods aimed at correcting for covariate measurement error in regressions rely on some form of additional information (e.g., validation data, known error distributions, repeated measurements or instruments). In contrast, we establish that the fully nonparametric classical...
Persistent link: https://www.econbiz.de/10009669584
Persistent link: https://www.econbiz.de/10012515614
Virtually all methods aimed at correcting for covariate measurement error in regressions rely on some form of additional information (e.g., validation data, known error distributions, repeated measurements or instruments). In contrast, we establish that the fully nonparametric classical...
Persistent link: https://www.econbiz.de/10010318690
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject to misclassification error. The available sample information consists of a dependent variable and a set of regressors, one of which is binary and error-ridden with...
Persistent link: https://www.econbiz.de/10005027806
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/10005074071
We show that the identification results of finite mixture and misclassification models are equivalent in a widely-used scenario except an extra ordering assumption. In the misclassification model, an ordering condition is imposed to pin down the precise values of the latent variable, which are...
Persistent link: https://www.econbiz.de/10011941480