Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur - In: Statistics & Probability Letters 78 (2008) 12, pp. 1473-1479
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...