Set Identification of Generalized Linear Predictors in the Presence of Non-Classical Measurement Errors

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

[img]
Preview
Text
dp1304.pdf - Published Version
Available under License Creative Commons: Attribution (CC-BY).

Download (1MB) | Preview

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

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:

28 Oct 2020 14:01

JEL Classification:

C2, C21, J24

BORIS DOI:

10.7892/boris.145765

URI:

https://boris.unibe.ch/id/eprint/145765

Actions (login required)

Edit item Edit item
Provide Feedback