Identifying the effect of a mis-classified, binary, endogenous regressor

Francis J. DiTraglia and Camilo Garcia-Jimeno
Additional contact information
Francis J. DiTraglia: Department of Economics University of Oxford
Camilo Garcia-Jimeno: Federal Reserve Bank of Chicago

Papers from arXiv.org

Abstract: This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this model is incorrect. We go on to derive the sharp identified set under mean independence assumptions for the instrument and measurement error. The resulting bounds are novel and informative, but fail to point identify the effect of interest. This motivates us to consider alternative and slightly stronger assumptions: we show that adding second and third moment independence assumptions suffices to identify the model.

Date: 2020-11
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Journal of Econometrics, Volume 209, Issue 2, April 2019, Pages 376-390

Downloads: (external link)
http://arxiv.org/pdf/2011.07272 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2011.07272

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().