Mismeasured variables in econometric analysis: Problems from the right and problems from the left
Mismeasured variables in econometric analysis: Problems from the right and problems from the left
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DOI：
10.1257/jep.15.4.57
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发表时间：
2001-09-01
影响因子：
8.4
通讯作者：
Hausman, J
中科院分区：
文献类型：
--
作者：
Hausman, J
在使用单个回归变量的最直接回归分析中，错误测量变量的影响会导致最小二乘估计的幅度向下偏向于零。我首先回顾涉及错误测量变量的经典问题。然后，我考虑了计量经济学模型误测的三个最新发展。第一个问题涉及使用工具变量的困难。第二个涉及最近为误测的非线性回归模型开发的一致估计器。最后，我回到错误测量的左侧变量，其中我将重点讨论二元选择模型和持续时间模型中的问题。
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.