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Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables

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  • Bekker, P.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

  • Wansbeek, T.J.

Abstract

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  • Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1984. "Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables," Other publications TiSEM 88ecadd7-b010-4aa9-9d2f-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:88ecadd7-b010-4aa9-9d2f-6bc5caac48f5
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    1. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-183, January.
    2. Blomqvist, A G, 1972. "Approximating the Least-Squares Bias in Multiple Regression with Errors in Variables," The Review of Economics and Statistics, MIT Press, vol. 54(2), pages 202-204, May.
    3. Bekker, P. & Kapteyn, A.J. & Wansbeek, T.J., 1984. "Measurement error and endogeneity in regression : Bounds for ML and IV-estimates," Other publications TiSEM 80b5811e-c9b0-4e05-b5fe-0, Tilburg University, School of Economics and Management.
    4. Leamer, Edward E, 1982. "Sets of Posterior Means with Bounded Variance Priors," Econometrica, Econometric Society, vol. 50(3), pages 725-736, May.
    5. Zellner, Arnold, 1970. "Estimation of Regression Relationships Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 441-454, October.
    6. Doup, T.M. & van der Laan, G. & Talman, A.J.J., 1984. "The (2n+1-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria," Research Memorandum FEW 151, Tilburg University, School of Economics and Management.
    7. Hsiao, Cheng, 1976. "Identification and Estimation of Simultaneous Equation Models with Measurement Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 319-339, June.
    8. Pakes, Ariel, 1982. "On the Asymptotic Bias of Wald-Type Estimators of a Straight Line When Both Variables Are Subject to Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(2), pages 491-497, June.
    9. Goldberger, Arthur S, 1972. "Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 1-15, February.
    10. Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393, Elsevier.
    11. Geraci, Vincent J., 1976. "Identification of simultaneous equation models with measurement error," Journal of Econometrics, Elsevier, vol. 4(3), pages 263-283, August.
    12. S. D. Hodges & P. G. Moore, 1972. "Data Uncertainties and Least Squares Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 185-195, June.
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    Cited by:

    1. Hu, Yingyao, 2006. "Bounding parameters in a linear regression model with a mismeasured regressor using additional information," Journal of Econometrics, Elsevier, vol. 133(1), pages 51-70, July.
    2. Arie Kapteyn & Jelmer Y. Ypma, 2007. "Measurement Error and Misclassification: A Comparison of Survey and Administrative Data," Journal of Labor Economics, University of Chicago Press, vol. 25(3), pages 513-551.
    3. Stoker, Thomas M. & Berndt, Ernst R. & Denny Ellerman, A. & Schennach, Susanne M., 2005. "Panel data analysis of U.S. coal productivity," Journal of Econometrics, Elsevier, vol. 127(2), pages 131-164, August.
    4. Damian Clarke & Benjamín Matta, 2018. "Practical considerations for questionable IVs," Stata Journal, StataCorp LP, vol. 18(3), pages 663-691, September.
    5. Erik Biørn, 2000. "Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences," Econometric Reviews, Taylor & Francis Journals, vol. 19(4), pages 391-424.
    6. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
    7. Leamer, Edward E, 1987. "Errors in Variables in Linear Systems," Econometrica, Econometric Society, vol. 55(4), pages 893-909, July.
    8. Kishore Gawande & Alok K. Bohara, 2000. "Errors‐in‐Variables Bounds in a Tobit Model of Endogenous Protection," Southern Economic Journal, John Wiley & Sons, vol. 66(4), pages 881-905, April.
    9. Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Papers 2011.07276, arXiv.org.
    10. Seoyun Hong & Chang Sik Kim & Hyunchul Kim, 2022. "Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 61(3), pages 319-339, November.
    11. Willasen, Y., 1998. "Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach," Memorandum 06/1998, Oslo University, Department of Economics.

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