Arbeitspapier

Measurement error in nonlinear models: A review

This overview of the recent econometrics literature on measurement error in nonlinear models centers on the question of the identification and estimation of general nonlinear models with measurement error. Simple approaches that rely on distributional knowledge regarding the measurement error (such as deconvolution or validation data techniques) are briefly presented. Then follows a description of methods that secure identification via more readily available auxiliary variables (such as repeated measurements, measurement systems with a factor model structure, instrumental variables and panel data). Methods exploiting higher-order moments or bounding techniques to avoid the need for auxiliary information are presented next. Special attention is devoted to a recently introduced general method to handle a broad class of latent variable models, called Entropic Latent Variable Integration via Simulation (ELVIS). Finally, the complex but active topic of nonclassical measurement error is covered and applications of measurement error techniques to other fields are outlined.

Sprache
Englisch

Erschienen in
Series: cemmap working paper ; No. CWP41/12

Klassifikation
Wirtschaft

Ereignis
Geistige Schöpfung
(wer)
Schennach, S. M.
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2012

DOI
doi:10.1920/wp.cem.2012.4112
Handle
Letzte Aktualisierung
10.03.2025, 11:41 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.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Schennach, S. M.
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2012

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