Not logged in.
Quick Search - Contribution
Contribution Details
Type | Working Paper |
Scope | Discipline-based scholarship |
Title | A note on regressions with interval data on a regressor |
Organization Unit | |
Authors |
|
Language |
|
Institution | University of Zurich |
Series Name | SSRN |
Number | 1419 |
ISSN | 1556-5068 |
Date | 2014 |
Abstract Text | Motivated by Manski and Tamer (2002) and especially their partial identification analysis of the regression model where one covariate is only interval-measured, we present two extensions. Manski and Tamer (2002) propose two estimation approaches in this context, focussing on general results. The modified minimum distance (MMD) estimates the true identified set and the modified method of moments (MMM) a superset. Our first contribution is to characterize the true identified set and the superset. Second, we complete and extend the Monte Carlo study of Manski and Tamer (2002). We present benchmark results using the exact functional form for the expectation of the dependent variable conditional on observables to compare with results using its nonparametric estimate, and illustrate the superiority of MMD over MMM. |
Related URLs | |
Other Identification Number | merlin-id:10170 |
PDF File | Download from ZORA |
Export |
BibTeX
EP3 XML (ZORA) |