IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR

نویسندگان

چکیده

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated misclassification error. show that the function nonparametrically identified if one variable covariate satisfy following conditions. The instrumental corrects endogeneity; must be unobserved true underlying variable, uncorrelated error term outcome equation, but allowed to misclassification; this can of regressors also propose mixture-based framework for modeling heterogeneous treatment effects effect related observed another observable variable.

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ژورنال

عنوان ژورنال: Econometric Theory

سال: 2021

ISSN: ['1469-4360', '0266-4666']

DOI: https://doi.org/10.1017/s0266466621000451