U.S. flag

An official website of the United States government

PubAg

Main content area

Search

1  Search Results

1 entry found
Number of results to display per page

Search Results

1. Bayesian moment-based inference in a regression model with misclassification error

Author:
Bollinger, Christopher R.; van Hasselt, Martijn
Source:
Journal of econometrics 2017 v.200 no.2 pp. 282-294
ISSN:
0304-4076
Subject:
Bayesian theory; algorithms; data collection; econometric models; economic analysis; economic theory; pain; probability; regression analysis
Abstract:
... We present a Bayesian analysis of a regression model with a binary covariate that may have classification (measurement) error. Prior research demonstrates that the regression coefficient is only partially identified. We take a Bayesian approach which adds assumptions in the form of priors on the unknown misclassification probabilities. The approach is intermediate between the frequentist bounds of ...
DOI:
10.1016/j.jeconom.2017.06.011