Regressions with Berkson errors in covariates - a nonparametric approach

Susanne Schennach

No CWP22/13, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as through an epidemiological application investigating the effect of particulate air pollution on respiratory health. These examples illustrate that Berkson errors can clearly not be neglected in nonlinear regression models and that the proposed method represents an effective remedy.

Date: 2013-05-28
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (13)

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Related works:
Working Paper: Regressions with Berkson errors in covariates - A nonparametric approach (2013)
Working Paper: Regressions with Berkson errors in covariates - a nonparametric approach (2013)
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