On the estimation of treatment effects with endogenous misreporting

A-Tier
Journal: Journal of Econometrics
Year: 2019
Volume: 208
Issue: 2
Pages: 487-506

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Participation in social programs is often misreported in survey data, complicating the estimation of treatment effects. We propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We present an expression for the asymptotic bias of both OLS and IV estimators and discuss the conditions under which sign reversal may occur. We provide a method for eliminating this bias when researchers have access to information regarding participation and misreporting. We establish the consistency and asymptotic normality of our proposed estimator and assess its small sample performance through Monte Carlo simulations. An empirical example illustrates the proposed method.

Technical Details

RePEc Handle
repec:eee:econom:v:208:y:2019:i:2:p:487-506
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25