Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/79544 
Year of Publication: 
2013
Series/Report no.: 
cemmap working paper No. CWP22/13
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as through an epidemiological application investigating the effect of particulate air pollution on respiratory health. These examples illustrate that Berkson errors can clearly not be neglected in nonlinear regression models and that the proposed method represents an effective remedy.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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