两个廉价、有噪声的测量是否优于一个昂贵、精确的测量?

Are Two Cheap, Noisy Measures Better Than One Expensive, Accurate One?

American Economic Review · 2009
被引 36
人大 A+FT50ABS 4*

中文导读

探讨在调查中,使用多个有噪声的测量是否比改进单个测量的可靠性更好,并以消费不平等测量为例进行模拟研究。

Abstract

Executive Summary 1. Survey responses are always subject to measurement error. In general surveys (and especially longitudinal surveys), there are severe constraints on the time that can be spent eliciting a less noisy response for any target variable. In this paper we consider when it may be better to consider multiple noisy measures of the target measure rather than improving the reliability of a single measure. 2. The Kotlarski result states that if the measurement errors in two measures of the same target variable are mutually independent and independent of the true value then we can recover the entire distribution of the quantity of interest, up to location. 3. We consider designing surveys to deliver measurement error with desirable properties. This shifts the emphasis from reliability (the signal to noise ratio for any given measure) to the joint properties of the multiple measures. 4. To illustrate our ideas, we consider a concrete example: the measurement of consumption inequality. A small simulation study suggests that the approach we propose has promise. The next step in this research agenda is experiments in survey data collection.

测量误差多指标测量科特拉斯基定理消费不平等