Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866911800461623296 |
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| author | Evdokimov, Kirill S. Zeleneev, Andrei |
| author_facet | Evdokimov, Kirill S. Zeleneev, Andrei |
| contents | This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides nonparametric estimators of the regression function and derives their rates of convergence. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_11309 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables Evdokimov, Kirill S. Zeleneev, Andrei Econometrics This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides nonparametric estimators of the regression function and derives their rates of convergence. |
| title | Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables |
| topic | Econometrics |
| url | https://arxiv.org/abs/2403.11309 |