Title of article :
Bounding mean regressions when a binary regressor is mismeasured
Author/Authors :
Bollinger، نويسنده , , Christopher R، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1996
Abstract :
In this paper I examine identification and estimation of mean regression models when a binary regressor is mismeasured. I prove that bounds for the model parameters are identified and provide simple estimators which are consistent and asymptotically normal. When stronger prior information about the probability of misclassification is available, the bounds can be made tighter. Again, a simple estimator for these cases is provided. All results apply to parametric and nonparametric models. The paper concludes with a short empirical example.
Keywords :
Measurement error , Binary variables , Identification
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics