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来源类型Working Paper
规范类型报告
DOI10.3386/w24117
来源IDWorking Paper 24117
On the Estimation of Treatment Effects with Endogenous Misreporting
Pierre Nguimkeu; Augustine Denteh; Rusty Tchernis
发表日期2017-12-18
出版年2017
语种英语
摘要Participation in social programs is often misreported in survey data, complicating the estimation of the effects of those programs. In this paper, we propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We show that failure to account for endogenous misreporting can result in the estimate of the treatment effect having an opposite sign from the true effect. We present an expression for the asymptotic bias of both OLS and IV estimators and discuss the conditions under which sign reversal may occur. We provide a method for eliminating this bias when researchers have access to information related to both participation and misreporting. We establish the consistency and asymptotic normality of our estimator and assess its small sample performance through Monte Carlo simulations. An empirical example is given to illustrate the proposed method.
主题Econometrics ; Estimation Methods ; Health, Education, and Welfare ; Education
URLhttps://www.nber.org/papers/w24117
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/581791
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GB/T 7714
Pierre Nguimkeu,Augustine Denteh,Rusty Tchernis. On the Estimation of Treatment Effects with Endogenous Misreporting. 2017.
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