A note on the closed-form identification of regression models with a mismeasured binary regressor

Xiaohong Chen (), Yingyao Hu and Arthur Lewbel

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1473-1479

Abstract: This note considers the identification of a nonparametric regression model with an unobserved 0-1 dichotomous regressor. The sample consists of a dependent variable and a 0-1 dichotomous proxy of the unobserved regressor. We obtain nonparametric identification of every element in the model as a closed-form function of the observed moments or densities. Our identification strategy does not require any additional sample information, such as instrumental variables or a secondary sample. The closed-form solution may be used to construct estimators of the unknowns.

Date: 2008
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Citations: View citations in EconPapers (19)

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