Arbeitspapier

Well-posedness of measurement error models for self-reported data

It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of reporting truthfully is nonzero, which is an observed property in validation studies. This optimistic result suggests that one should not ignore the point mass at zero in the error distribution when modeling measurement errors in self-reported data. We also illustrate that the classical measurement error models may in fact be conditionally well-posed given prior information on the distribution of the latent variable X*. By both a Monte Carlo study and an empirical application, we show that failing to account for the property can lead to significant bias on estimation of distribution of X*.

Sprache
Englisch

Erschienen in
Series: cemmap working paper ; No. CWP35/09

Klassifikation
Wirtschaft
Thema
well-posed
conditionally well-posed
ill-posed
inverse problem
Fredholm integral equation
deconvolution
measurement error model
self-reported data
survey data
Schätztheorie
Befragung
Statistischer Fehler
Theorie

Ereignis
Geistige Schöpfung
(wer)
An, Yonghong
Hu, Yingyao
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2009

DOI
doi:10.1920/wp.cem.2009.3509
Handle
Letzte Aktualisierung
10.03.2025, 11:43 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

  • An, Yonghong
  • Hu, Yingyao
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2009

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