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 language | English |
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Pages (from-to) | 81-84 |
Number of pages | 4 |
Journal | Economics Letters |
Volume | 115 |
Issue number | 1 |
DOIs | |
State | Published - Apr 2012 |
Keywords
- Binary regressors
- Homoscedasticity
- Misclassification error
- Partial identification
ASJC Scopus subject areas
- Finance
- Economics and Econometrics