计量分析中的变量测量误差:来自右侧和左侧的问题

Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left

Journal of Economic Perspectives · 2001
被引 670
人大 A-ABS 4

中文导读

回顾了经典测量误差问题,并讨论了工具变量使用困难、非线性模型一致估计量以及二元选择和持续时间模型中左侧变量测量误差的最新发展。

Abstract

The effect of mismeasured variables in the most straightforward regression analysis with a single regressor variable leads to a least squares estimate that is downward biased in magnitude toward zero. I begin by reviewing classical issues involving mismeasured variables. I then consider three recent developments for mismeasurement econometric models. The first issue involves difficulties in using instrumental variables. A second involves the consistent estimators that have recently been developed for mismeasured nonlinear regression models. Finally, I return to mismeasured left hand side variables, where I will focus on issues in binary choice models and duration models.

测量误差工具变量非线性回归二元选择模型持续期模型