EconPapers    
Economics at your fingertips  
 

Well-posedness of measurement error models for self-reported data

Yonghong An and Yingyao Hu

No CWP35/09, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of reporting truthfully is nonzero, which is an observed property in validation studies. This optimistic result suggests that one should not ignore the point mass at zero in the error distribution when modeling measurement errors in self-reported data. We also illustrate that the classical measurement error models may in fact be conditionally well-posed given prior information on the distribution of the latent variable X*. By both a Monte Carlo study and an empirical application, we show that failing to account for the property can lead to significant bias on estimation of distribution of X*.

Date: 2009-12-03
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://cemmap.ifs.org.uk/wps/cwp3509.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://cemmap.ifs.org.uk/wps/cwp3509.pdf [301 Moved Permanently]--> http://www.cemmap.ac.uk/wps/cwp3509.pdf [301 Moved Permanently]--> http://www.cemmap.ac.uk/wp-content/legacy/wps/cwp3509.pdf)

Related works:
Journal Article: Well-posedness of measurement error models for self-reported data (2012) Downloads
Working Paper: Well-Posedness of Measurement Error Models for Self-Reported Data (2009) Downloads
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:ifs:cemmap:35/09

Ordering information: This working paper can be ordered from
The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE

Access Statistics for this paper

More papers in CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE. Contact information at EDIRC.
Bibliographic data for series maintained by Emma Hyman ().

 
Page updated 2022-06-23
Handle: RePEc:ifs:cemmap:35/09