Identifying the effect of a mis-classified, binary, endogenous regressor
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Abstract: This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this model is incorrect. We go on to derive the sharp identified set under mean independence assumptions for the instrument and measurement error. The resulting bounds are novel and informative, but fail to point identify the effect of interest. This motivates us to consider alternative and slightly stronger assumptions: we show that adding second and third moment independence assumptions suffices to identify the model.
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Cites work
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Cited in
(9)- IDENTIFICATION OF THE BINARY CHOICE MODEL WITH MISCLASSIFICATION
- A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
- Binary misclassification and identification in regression models
- Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
- Estimation of Average Treatment Effects with Misclassification
- Local average and quantile treatment effects under endogeneity: a review
- INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
- LATE With Missing or Mismeasured Treatment
- IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR
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