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Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

Kirill S. Evdokimov, Andrei Zeleneev

arXiv 17 Mar 2024 · Econometrics · 2 citations (OpenAlex)

arXiv:2403.11309 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides nonparametric estimators of the regression function and derives their rates of convergence.

Citation extraction

22
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distinct cited
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appendix boundary found by appendix_command · 21% of the source is main text. Read the extracted text to check this.

Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Chesher, A (1991) The effect of measurement error0.64422100%
2Wolter, K. M. and W. A. Fuller (1982) Estimation of Nonlinear Errors-in-Variables Models0.64422100%
3Carroll, R. J., D. Ruppert, L. A. Stefanski, and C. M. Crainiceanu (2006) Measurement Error in Nonlinear Models0.51121100%
4Hausman, J. A., H. Ichimura, W. K. Newey, and J. L. Powell (1991) Identification and estimation of polynomial errors-in-variables models0.51121100%
5Bound, J., C. Brown, and N. Mathiowetz (2001) Measurement Error in Survey Data, in0.40511100%
6Carroll, R. J. and L. A. Stefanski (1990) Approximate quasi-likelihood estimation in models with surrogate predictors0.40511100%
7Chen, X., H. Hong, and D. Nekipelov (2011) Nonlinear Models of Measurement Errors0.40511100%
8Chesher, A (2000) Measurement Error Bias Reduction, Working paper0.40511100%
9Chesher, A. and C. Schluter (2002) Welfare measurement and measurement error0.40511100%
10Evdokimov, K. S. and A. Zeleneev (2022) Simple Estimation of Semiparametric Models with Measurement Errors self0.40511100%

Showing the top 10 of 22 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
11inSimple Estimation of Semiparametric Models with Measurement Errors0.73732