TY - JOUR
T1 - Bounding mean regressions when a binary regressor is mismeasured
AU - Bollinger, Chistopher R.
PY - 1996/8
Y1 - 1996/8
N2 - 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.
AB - 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.
KW - Binary variables
KW - Identification
KW - Measurement error
UR - http://www.scopus.com/inward/record.url?scp=0003795033&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0003795033&partnerID=8YFLogxK
U2 - 10.1016/S0304-4076(95)01730-5
DO - 10.1016/S0304-4076(95)01730-5
M3 - Article
AN - SCOPUS:0003795033
SN - 0304-4076
VL - 73
SP - 387
EP - 399
JO - Journal of Econometrics
JF - Journal of Econometrics
IS - 2
ER -