Showing 231 - 240 of 505
It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that a property of self-reporting errors, observed from validation studies, is that the probability...
Persistent link: https://www.econbiz.de/10008479703
While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary data set containing correctly measured observations, we establish that the availability of instruments enables the identification of a large class of nonclassical nonlinear...
Persistent link: https://www.econbiz.de/10005129887
Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y. This paper considers nonparametric identification and estimation of the effect of D on Y, conditioning on D*=0. For example, suppose Y is a person's wage, the unobserved D*...
Persistent link: https://www.econbiz.de/10004995335
We consider the problem of consistent estimation of nonlinear models with mismeasured explanatory variables, when marginal information on the true values of these variables is available. The marginal distribution of the true variables is used to identify the distribution of the measurement...
Persistent link: https://www.econbiz.de/10005063704
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
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. The sample consists of a dependent variable and a set of covariates, one of which is discrete and arbitrarily correlates with the unobserved covariate. The observed...
Persistent link: https://www.econbiz.de/10005102720
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
<p><p><p>Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect some other variable Y . This paper considers nonparametric identification and estimation of the effect of D on Y , conditioning on D* = 0. For example, suppose Y is a person's wage, the unobserved...</p></p></p>
Persistent link: https://www.econbiz.de/10005509568
We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is is shown to be pn consistent and asymptotically normally distributed....
Persistent link: https://www.econbiz.de/10005537379
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/10005547935