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On the Estimation of Treatment Effects with Endogenous Misreporting

Pierre Nguimkeu, Augustine Denteh and Rusty Tchernis

No 24117, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: Participation in social programs is often misreported in survey data, complicating the estimation of the effects of those programs. In this paper, we propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We show that failure to account for endogenous misreporting can result in the estimate of the treatment effect having an opposite sign from the true effect. We present an expression for the asymptotic bias of both OLS and IV estimators and discuss the conditions under which sign reversal may occur. We provide a method for eliminating this bias when researchers have access to information related to both participation and misreporting. We establish the consistency and asymptotic normality of our estimator and assess its small sample performance through Monte Carlo simulations. An empirical example is given to illustrate the proposed method.

JEL-codes: C35 C51 I28 (search for similar items in EconPapers)
Date: 2017-12
New Economics Papers: this item is included in nep-ecm
Note: EH LS PE
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Citations: View citations in EconPapers (13)

Published as Pierre Nguimkeu & Augustine Denteh & Rusty Tchernis, 2018. "On the estimation of treatment effects with endogenous misreporting," Journal of Econometrics, .

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Journal Article: On the estimation of treatment effects with endogenous misreporting (2019) Downloads
Working Paper: On the Estimation of Treatment Effects with Endogenous Misreporting (2018) Downloads
Working Paper: On the Estimation of Treatment Effects with Endogenous Misreporting (2018) Downloads
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