Identifying the effect of a mis-classified, binary, endogenous regressor

• Tác giả: Francis J DiTraglia, Camilo Garcia-Jimeno
• Ngôn ngữ: eng
• Ký hiệu phân loại: 612.803 Human physiology
• Thông tin xuất bản: 2020
• Bộ sưu tập: Báo, Tạp chí
• ID: 165612

Tóm tắt

This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this model is incorrect. We go on to derive the sharp identified set under mean independence assumptions for the instrument and measurement error. The resulting bounds are novel and informative, but fail to point identify the effect of interest. This motivates us to consider alternative and slightly stronger assumptions: we show that adding second and third moment independence assumptions suffices to identify the model.