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

Kaspar W Thrich
Authors registered in the RePEc Author Service: Kaspar Wüthrich

Diskussionsschriften from Universitaet Bern, Departement Volkswirtschaft

Abstract: 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) 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.

Keywords: Generalized linear predictor; Non-classical measurement error; Contaminated sampling; Corrupt sampling; Multiplicative mean independence; Stochastic dominance; Nonparametric bounds (search for similar items in EconPapers)
JEL-codes: C2 C21 J24 (search for similar items in EconPapers)
Date: 2013-08
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:ube:dpvwib:dp1304

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