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Testing for weak separability

In: Measurement Error: Consequences, Applications and Solutions

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  • Adrian R. Fleissig
  • Gerald A. Whitney

Abstract

A new nonparametric procedure is developed to evaluate the significance of violations of weak separability. The procedure correctly detects weak separability with high probability using simulated data that have violations of weak separability caused by adding measurement error. Results are not very sensitive when the amount of measurement error is miss-specified by the researcher. The methodology also correctly rejects weak separability for nonseparable simulated data. We fail to reject weak separability for a monetary and consumption data set that has violations of revealed preference, which suggests that measurement error may be the source of the observed violations.

Suggested Citation

  • Adrian R. Fleissig & Gerald A. Whitney, 2009. "Testing for weak separability," Advances in Econometrics, in: Measurement Error: Consequences, Applications and Solutions, pages 107-129, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-9053(2009)0000024008
    DOI: 10.1108/S0731-9053(2009)0000024008
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