| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0289 |
| 来源ID | Technical Working Paper 0289 |
| Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data | |
| Christopher R. Bollinger; Amitabh Chandra | |
| 发表日期 | 2003-03-10 |
| 出版年 | 2003 |
| 语种 | 英语 |
| 摘要 | It is common in empirical research to use what appear to be sensible rules of thumb for cleaning data. Measurement error is often the justification for removing (trimming) or recoding (winsorizing) observations whose values lie outside a specified range. This paper considers identification in a linear model when the dependent variable is mismeasured. The results examine the common practice of trimming and winsorizing to address the identification failure. In contrast to the physical and laboratory sciences, measurement error in social science data is likely to be more complex than simply additive white noise. We consider a general measurement error process which nests many processes including the additive white noise process and a contaminated sampling process. Analytic results are only tractable under strong distributional assumptions, but demonstrate that winsorizing and trimming are only solutions for a particular class of measurement error processes. Indeed, trimming and winsorizing may induce or exacerbate bias. We term this source of bias Iatrogenic' (or econometrician induced) error. The identification results for the general error process highlight other approaches which are more robust to distributional assumptions. Monte Carlo simulations demonstrate the fragility of trimming and winsorizing as solutions to measurement error in the dependent variable. |
| 主题 | Econometrics ; Estimation Methods ; Data Collection |
| URL | https://www.nber.org/papers/t0289 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/567155 |
| 推荐引用方式 GB/T 7714 | Christopher R. Bollinger,Amitabh Chandra. Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data. 2003. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0289.pdf（757KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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