期刊
JOURNAL OF ECONOMIC PERSPECTIVES
卷 15, 期 4, 页码 57-67出版社
AMER ECONOMIC ASSOC
DOI: 10.1257/jep.15.4.57
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The effect of mismeasured variables in the most straightforward regression analysis with a single regressor variable leads to a least squares estimate that is downward biased in magnitude toward zero. I begin by reviewing classical issues involving mismeasured variables. I then consider three recent developments for mismeasurement econometric models. The first issue involves difficulties in using instrumental variables. A second involves the consistent estimators that have recently been developed for mismeasured nonlinear regression models. Finally, I return to mismeasured left hand side variables, where I will focus on issues in binary choice models and duration models.
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