Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64694
Authors: 
Battistin, Erich
Chesher, Andrew
Year of Publication: 
2009
Series/Report no.: 
cemmap working paper CWP25/09
Abstract: 
This paper investigates the effect that covariate measurement error has on a conventional treatment effect analysis built on an unconfoundedness restriction that embodies conditional independence restrictions in which there is conditioning on error free covariates. The approach uses small parameter asymptotic methods to obtain the approximate generic effects of measurement error. The approximations can be estimated using data on observed outcomes, the treatment indicator and error contaminated covariates providing an indication of the nature and size of measurement error effects. The approximations can be used in a sensitivity analysis to probe the potential effects of measurement error on the evaluation of treatment effects.
Subjects: 
measurement error
potential outcomes
small sigma asymptotics
treatment effects
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
446.59 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.