Francis J. DiTraglia, Camilo Garcia-Jimeno
arXiv 14 Nov 2020 · Econometrics · publishedJournal of Econometrics (2019) · 23 citations (OpenAlex)
arXiv:2011.07272 · PDF · DOI · OpenAlex · Extracted main text
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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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Frazis, H., Loewenstein, M. A (2003) Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables | 0.874 | 5 | 2 | 100% |
| 2 | Mahajan, A (2006) Identification and estimation of regression models with misclassification | 0.794 | 24 | 3 | 50% |
| 3 | Black, D. A., Berger, M. C., Scott, F. A (2000) Bounding parameter estimates with nonclassical measurement error | 0.737 | 3 | 2 | 100% |
| 4 | Kane, T. J., Rouse, C. E., Staiger, D., July (1999) Estimating returns to schooling when schooling is misreported | 0.737 | 3 | 2 | 100% |
| 5 | Lewbel, A., March (2007) a | 0.737 | 3 | 2 | 100% |
| 6 | Battistin, E., Nadai, M. D., Sianesi, B (2014) Misreported schooling, multiple measures and returns to educational qualifications | 0.644 | 2 | 2 | 100% |
| 7 | DiTraglia, F. J., García-Jimeno, C (2017) Mis-classified, binary, endogenous regressors: Identification and inference self | 0.644 | 2 | 2 | 100% |
| 8 | Hu, Y (2008) Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution | 0.644 | 2 | 2 | 100% |
| 9 | Ura, T (2018) Heterogeneous treatment effects with mismeasured endogenous treatment | 0.511 | 2 | 2 | 50% |
| 10 | Bound, J., Brown, C., Mathiowetz, N (2001) Measurement error in survey data | 0.511 | 2 | 1 | 100% |
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