Arbeitspapier
Estimation of nonlinear models with mismeasured regressors using marginal information
We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is shown to be consistent and asymptotically normally distributed. In a simulation experiment we find that the finite sample distribution of the estimator is close to the asymptotic approximation. The semi-parametric MLE is applied to a duration model for AFDC welfare spells with misreported welfare benefits. The marginal distribution of the correctly measured welfare benefits is obtained from an administrative source.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 554
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
Duration Analysis; Optimal Timing Strategies
Welfare, Well-Being, and Poverty: Government Programs; Provision and Effects of Welfare Programs
- Thema
-
Measurement error model
marginal information
deconvolution
Fourier transform
duration model
welfare spells
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hu, Yingyao
Ridder, Geert
- Ereignis
-
Veröffentlichung
- (wer)
-
The Johns Hopkins University, Department of Economics
- (wo)
-
Baltimore, MD
- (wann)
-
2009
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Hu, Yingyao
- Ridder, Geert
- The Johns Hopkins University, Department of Economics
Entstanden
- 2009
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