arXiv 30 Jan 2024 · Econometrics
arXiv:2401.17137 · PDF · DOI · OpenAlex · Extracted main text
This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the instrument is assumed to only affect the true dependent variable but not misreporting probabilities. The second approach uses an instrument that influences misreporting probabilities monotonically while having no effect on the true dependent variable. Moreover, we derive identification results under additional restrictions on misreporting, including bounded/monotone misreporting probabilities. We use simulations to demonstrate the robust performance of our approaches, and apply the method to study educational attainment.
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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 | D. W. Andrews and X. Shi (2013) Inference based on conditional moment inequalities | 0.811 | 4 | 2 | 100% |
| 2 | J. A. Hausman, J. Abrevaya, and F. M. Scott-Morton (1998) Misclassification of the dependent variable in a discrete-response setting | 0.811 | 4 | 2 | 100% |
| 3 | V. Chernozhukov, H. Hong, and E. Tamer (2007) Estimation and confidence regions for parameter sets in econometric models 1 | 0.737 | 3 | 2 | 100% |
| 4 | P. Nguimkeu, A. Denteh, and R. Tchernis (2019) On the estimation of treatment effects with endogenous misreporting | 0.737 | 3 | 2 | 100% |
| 5 | F. J. DiTraglia and C. Garcia-Jimeno (2019) Identifying the effect of a mis-classified, binary, endogenous regressor | 0.644 | 2 | 2 | 100% |
| 6 | A. Mahajan (2006) Identification and estimation of regression models with misclassification | 0.644 | 2 | 2 | 100% |
| 7 | C. F. Manski (1985) Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator | 0.644 | 2 | 2 | 100% |
| 8 | C. F. Manski (1987) Semiparametric analysis of random effects linear models from binary panel data | 0.644 | 2 | 2 | 100% |
| 9 | B. D. Meyer, N. Mittag, and R. M. George (2020) Errors in survey reporting and imputation and their effects on estimates of food stamp program participation | 0.644 | 2 | 2 | 100% |
| 10 | T. Ura (2018) Heterogeneous treatment effects with mismeasured endogenous treatment | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 42 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Changes-in-Changes for Ordered Choice Models with Underreporting | 0.644 | 2 | 2 |