Bounding mean regressions when a binary regressor is mismeasured

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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.

Original languageEnglish
Pages (from-to)387-399
Number of pages13
JournalJournal of Econometrics
Volume73
Issue number2
DOIs
StatePublished - Aug 1996

Keywords

  • Binary variables
  • Identification
  • Measurement error

ASJC Scopus subject areas

  • Economics and Econometrics

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