Bounding mean regressions when a binary regressor is mismeasured

被引:78
作者
Bollinger, CR
机构
[1] Policy Research Center, Georgia State University, Atlanta
关键词
measurement error; binary variables; identification;
D O I
10.1016/S0304-4076(95)01730-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
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.
引用
收藏
页码:387 / 399
页数:13
相关论文
共 12 条
[1]  
Aigner Dennis J., 1973, Journal of Econometrics, V1, P49
[2]  
Berndt ER., 1991, PRACTICE ECONOMETRIC
[3]  
BOLLINGER CR, 1993, THESIS U WISCONSIN M
[4]  
BOLLINGER CR, 1993, 9310 U WISC SOC SCI
[5]  
Erikson T., 1993, ECONOMETRICA, V61, P959
[6]   LONGITUDINAL ANALYSES OF THE EFFECTS OF TRADE-UNIONS [J].
FREEMAN, RB .
JOURNAL OF LABOR ECONOMICS, 1984, 2 (01) :1-26
[7]  
FRISCH R, 1934, STATISTICAL CONFLUEN
[8]   CONSISTENT SETS OF ESTIMATES FOR REGRESSIONS WITH ERRORS IN ALL VARIABLES [J].
KLEPPER, S ;
LEAMER, EE .
ECONOMETRICA, 1984, 52 (01) :163-183
[10]   BOUNDING THE EFFECTS OF PROXY VARIABLES ON REGRESSION-COEFFICIENTS [J].
KRASKER, WS ;
PRATT, JW .
ECONOMETRICA, 1986, 54 (03) :641-655