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Measurement error in imputation procedures

Campos, Rodolfo G.; Reggio, Iliana - In: Economics letters 122 (2014) 2, pp. 197-202

Persistent link: https://www.econbiz.de/10010395190

Measurement Error in Imputation Procedures

Campos, Rodolfo G. - 2013

We study how estimators used to impute consumption in survey data are inconsistent due to measurement error in … consumption. Previous research suggests instrumenting consumption to overcome this problem. We show that, if additional regressors … are present, then instrumenting consumption may still produce inconsistent estimators due to the likely correlation …

Persistent link: https://www.econbiz.de/10013071391

The consequences of measurement error when estimating the impact of obesity on income

O'Neill, Donal; Sweetman, Olive B. - In: IZA Journal of Labor Economics 2 (2013), pp. 1-20

This paper examines the consequences of using self-reported measures of BMI when estimating the effect of BMI on income for women using both Irish and US data. We find that self-reported BMI is subject to substantial measurement error and that this error deviates from classical measurement...

Persistent link: https://www.econbiz.de/10009764388

Regression with an imputed dependent variable

Crossley, Thomas F.; Levell, Peter; Poupakis, Stavros - 2019

Researchers are often interested in the relationship between two variables, with no single data set containing both. A common strategy is to use proxies for the dependent variable that are common to two surveys to impute the dependent variable into the data set containing the independent...

Persistent link: https://www.econbiz.de/10012028000

Regression with an imputed dependent variable

Crossley, Thomas F.; Levell, Peter; Poupakis, Stavros - 2019

Persistent link: https://www.econbiz.de/10012030125

Regression with an imputed dependent variable

Crossley, Thomas F.; Levell, Peter; Poupakis, Stavros - 2020

Persistent link: https://www.econbiz.de/10012253297

Embrace the noise : it is OK to ignore measurement error in a covariate, sometimes

Dong, Hao; Millimet, Daniel L. - 2023

In linear regression models, measurement error in a covariate causes Ordinary Least Squares (OLS) to be biased and inconsistent. Instrumental Variables (IV) is a common solution. While IV is also biased, it is consistent. Here, we undertake an asymptotic comparison of OLS and IV in the case...

Persistent link: https://www.econbiz.de/10014388449

Breaking ties : regression discontinuity design meets market design

Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019

Centralized school assignment algorithms must distinguish between applicants with the same preferences and priorities. This is done with randomly assigned lottery numbers, nonlottery tie-breakers like test scores, or both. The New York City public high school match illustrates the latter, using...

Persistent link: https://www.econbiz.de/10011989205

Two-stage instrumental variable estimation of linear panel data models with interactive effects

Cui, Guowei; Norkuté, Milda; Sarafidis, Vasilis; … - 2020

This paper puts forward a new instrumental variables (IV) approach for linear panel datamodels with interactive effects in the error term and regressors. The instruments are transformed regressors and so it is not necessary to search for external instruments. The proposed method asymptotically...

Persistent link: https://www.econbiz.de/10012271550

Inference with arbitrary clustering

Colella, Fabrizio; Lalive, Rafael; Sakalli, Seyhun Orcan; … - 2019

Analyses of spatial or network data are now very common. Nevertheless, statistical inference is challenging since unobserved heterogeneity can be correlated across neighboring observational units. We develop an estimator for the variance-covariance matrix (VCV) of OLS and 2SLS that allows for...

Persistent link: https://www.econbiz.de/10012102134