Binary misclassification and identification in regression models

Martijn Van Hasselt, Christopher R. Bollinger

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

We study a regression model with a binary explanatory variable that is subject to misclassification errors. The regression coefficient is then only partially identified. We derive several results that relate different assumptions about the misclassification probabilities and the conditional variances to the size of the identified set.

Original languageEnglish
Pages (from-to)81-84
Number of pages4
JournalEconomics Letters
Volume115
Issue number1
DOIs
StatePublished - Apr 2012

Keywords

  • Binary regressors
  • Homoscedasticity
  • Misclassification error
  • Partial identification

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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