使用工具变量纠正误分类二元回归变量

Correcting for Misclassified Binary Regressors Using Instrumental Variables

Journal of Business & Economic Statistics · 2024
被引 0
ABS 4

Abstract

本摘要源自该文的 NBER 工作论文版(2020),正式发表版可能有调整。

Estimators that exploit an instrumental variable to correct for misclassification in a binary regressor typically assume that the misclassification rates are invariant across all values of the instrument. We show that this assumption is invalid in routine empirical settings. We derive a new estimator that is consistent when misclassification rates vary across values of the instrumental variable. In cases where identification is weak, our moments can be combined with bounds to provide a confidence set for the parameter of interest.

计量经济学统计学工具变量二元变量分类误差