Nonclassical measurement error with applications to labor and development issues

Détails

Demande d'une copie
ID Serval
serval:BIB_22947A9547A8
Type
Thèse: thèse de doctorat.
Collection
Publications
Institution
Titre
Nonclassical measurement error with applications to labor and development issues
Auteur⸱e⸱s
Li Q.
Directeur⸱rice⸱s
Holly A.
Détails de l'institution
Université de Lausanne, Faculté des hautes études commerciales
Adresse
HEC Lausanne Quartier UNIL-Dorigny Bâtiment Internef CH - 1015 Lausanne
Statut éditorial
Acceptée
Date de publication
2011
Langue
anglais
Notes
REROID:R006315650
Résumé
Zero correlation between measurement error and model error has been assumed in existing panel data models dealing specifically with measurement error. We extend this literature and propose a simple model where one regressor is mismeasured, allowing the measurement error to correlate with model error. Zero correlation between measurement error and model error is a special case in our model where correlated measurement error equals zero. We ask two research questions. First, we wonder if the correlated measurement error can be identified in the context of panel data. Second, we wonder if classical instrumental variables in panel data need to be adjusted when correlation between measurement error and model error cannot be ignored. Under some regularity conditions the answer is yes to both questions. We then propose a two-step estimation corresponding to the two questions. The first step estimates correlated measurement error from a reverse regression; and the second step estimates usual coefficients of interest using adjusted instruments.
Mots-clé
Correlated measurement error, instrumental variable, panel data
Création de la notice
25/10/2011 11:43
Dernière modification de la notice
14/03/2024 7:09
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