Closed-form estimation of nonparametric models with non-classical measurement errors
نویسندگان
چکیده
منابع مشابه
Closed-Form Estimation of Nonparametric Models with Non-Classical Measurement Errors
This paper proposes closed-form estimators for nonparametric regressions using two measurements with non-classical errors. One (administrative) measurement has location/scale-normalized errors, but the other (survey) measurement has endogenous errors with arbitrary location and scale. For this setting of data combination, we derive closedform identification of nonparametric regressions, and pra...
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Measurement errors are often correlated, as in surveys where respondent’s biases or tendencies to err affect multiple reported variables. We extend Schennach (2007) to identify moments of the conditional distribution of a true Y given a true X when both are measured with error, the measurement errors in Y and X are correlated, and the true unknown model of Y given X has nonseparable model error...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2015
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2014.11.004