Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables

DOI10.1016/S0304-4076(03)00121-0zbMATH Open1022.62054OpenAlexW2138748508MaRDI QIDQ1410570FDOQ1410570

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

zbMATH Keywords

measurement errorinstrumental variablesbinary variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Maximum Likelihood Estimation of Misspecified Models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Estimating systems of equations with different instruments for different equations
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
• Bounding mean regressions when a binary regressor is mismeasured
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Misclassification of the dependent variable in a discrete-response setting
• Regression with a binary independent variable subject to errors of observation

Cited In (12)

• Inference on local average treatment effects for misclassified treatment
• Title not available (Why is that?)
• On the estimation of treatment effects with endogenous misreporting
• Identifying the effect of a mis-classified, binary, endogenous regressor
• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
• Bounding mean regressions when a binary regressor is mismeasured
• Bayesian moment-based inference in a regression model with misclassification error
• INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
• Bounding program benefits when participation is misreported
• LATE With Missing or Mismeasured Treatment
• Randomized response and the binary probit model
• Heterogeneous treatment effects with mismeasured endogenous treatment

Uses Software

• Stata
• hreg

Recommendations

• Bounding mean regressions when a binary regressor is mismeasured 👍 👎
• Semiparametric estimation of binary response models with endogenous regressors 👍 👎
• Estimating nonseparable models with mismeasured endogenous variables 👍 👎
• Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity 👍 👎
• Identifying the effect of a mis-classified, binary, endogenous regressor 👍 👎
• IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1410570)