Recent advances in the measurement error literature

SM Schennach - Annual Review of Economics, 2016 - annualreviews.org
This article reviews recent significant progress made in developing estimation and inference
methods for nonlinear models in the presence of mismeasured data that may or may not …

[PDF][PDF] Causal inference with corrupted data: Measurement error, missing values, discretization, and differential privacy

A Agarwal, R Singh - arXiv preprint arXiv:2107.02780, 2021 - aeaweb.org
Abstract The US Census Bureau will deliberately corrupt data sets derived from the 2020 US
Census in an effort to maintain privacy, suggesting a painful trade-off between the privacy of …

Mismeasured and unobserved variables

SM Schennach - Handbook of econometrics, 2020 - Elsevier
This chapter overviews the recent progress towards the identification and the estimation of
models in which some of the variables are either imperfectly measured or even entirely …

Measurement systems

S Schennach - Journal of Economic Literature, 2022 - aeaweb.org
Economic models often depend on quantities that are unobservable, either for privacy
reasons or because they are difficult to measure. Examples of such variables include human …

[PDF][PDF] Towards efficient identification of linear parameter-varying state-space models

PB Cox - 2018 - research.tue.nl
Today, the need to increase efficiency and performance of dynamical systems leads to
innovative control solutions that rely on accurate representations of the underlying system …

Convolution without independence

SM Schennach - Journal of econometrics, 2019 - Elsevier
Widely used convolution and deconvolution techniques traditionally rely on independence
assumptions, often criticized as being strong. We observe that the convolution theorem …

[HTML][HTML] A revisit to correlation analysis for distortion measurement error data

J Zhang, Z Feng, B Zhou - Journal of Multivariate Analysis, 2014 - Elsevier
In this paper, we consider the estimation problem of a correlation coefficient between
unobserved variables of interest. These unobservable variables are distorted in a …

Instrumental variable estimation in ordinal probit models with mismeasured predictors

J Guan, H Cheng, KA Bollen… - Canadian Journal of …, 2019 - Wiley Online Library
Researchers in the medical, health, and social sciences routinely encounter ordinal
variables such as self‐reports of health or happiness. When modelling ordinal outcome …

Nonparametric errors in variables models with measurement errors on both sides of the equation

M De Nadai, A Lewbel - Journal of Econometrics, 2016 - Elsevier
Measurement errors are often correlated, as in surveys where respondent's biases or
tendencies to err affect multiple reported variables. We extend Schennach (2007) to identify …

Instrumental variable approach to covariate measurement error in generalized linear models

T Abarin, L Wang - Annals of the Institute of Statistical Mathematics, 2012 - Springer
The paper presents the method of moments estimation for generalized linear measurement
error models using the instrumental variable approach. The measurement error has a …