| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24117 |
| 来源ID | Working 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 |
| URL | https://www.nber.org/papers/w24117 |
| 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/581791 |
| 推荐引用方式 GB/T 7714 | Pierre Nguimkeu,Augustine Denteh,Rusty Tchernis. On the Estimation of Treatment Effects with Endogenous Misreporting. 2017. |
| 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 | ||
| w24117.pdf（437KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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