Estimation of average treatment effects with misclassification

• 成果类型: Article
• 署名作者: Lewbel, Arthur
• 署名单位: Boston College
• 刊物名称: ECONOMETRICA
• ISSN/ISSBN: 0012-9682
• DOI: 10.1111/j.1468-0262.2006.00756.x
• 发表日期: 2007
• 页码: 537-551
• 关键词: MOMENT; identification; regressions; models

摘要

This paper considers identification and estimation of the effect of a mismeasured binary regressor in a nonparametric or serniparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Failure to account for misclassification is shown to result in attenuation bias in the estimated treatment effect. An identifying assumption that overcomes this bias is the existence of an instrument for the binary regressor that is conditionally independent of the treatment effect. A discrete instrument suffices for nonparametric identification.