Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
From MaRDI portal
Publication:1410570
DOI10.1016/S0304-4076(03)00121-0zbMath1022.62054OpenAlexW2138748508MaRDI QIDQ1410570
Harley Frazis, Mark A. Loewenstein
Publication date: 14 October 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00121-0
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
Related Items
Bayesian moment-based inference in a regression model with misclassification error, Randomized response and the binary probit model, Bounding program benefits when participation is misreported, Heterogeneous treatment effects with mismeasured endogenous treatment, On the estimation of treatment effects with endogenous misreporting, Identifying the effect of a mis-classified, binary, endogenous regressor, INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION, Inference on local average treatment effects for misclassified treatment
Uses Software
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Bounding mean regressions when a binary regressor is mismeasured
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Misclassification of the dependent variable in a discrete-response setting
- Regression with a binary independent variable subject to errors of observation
- Estimating systems of equations with different instruments for different equations
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- Maximum Likelihood Estimation of Misspecified Models