Wüthrich, Kaspar (August 2013). Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors (Discussion Papers 13-04). Bern: Department of Economics
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This paper studies the identification of coefficients in generalized linear predictors where the outcome variable suffers from non-classical measurement errors. Combining a mixture model of data errors with the bounding procedure proposed by Stoye (2007), I derive bounds on the coefficient vector under different non-parametric assumptions about the structure of the measurement error. The method is illustrated by analyzing a simple earnings equation.
Item Type: |
Working Paper |
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Division/Institute: |
03 Faculty of Business, Economics and Social Sciences > Department of Economics |
UniBE Contributor: |
Wüthrich, Kaspar |
Subjects: |
300 Social sciences, sociology & anthropology > 330 Economics |
Series: |
Discussion Papers |
Publisher: |
Department of Economics |
Language: |
English |
Submitter: |
Lars Tschannen |
Date Deposited: |
28 Oct 2020 14:01 |
Last Modified: |
05 Dec 2022 15:40 |
JEL Classification: |
C2, C21, J24 |
BORIS DOI: |
10.7892/boris.145765 |
URI: |
https://boris.unibe.ch/id/eprint/145765 |
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