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Activity Number: 442
Type: Invited
Date/Time: Wednesday, August 5, 2009 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics in Epidemiology
Abstract - #303189
Title: Identification and Estimation of Nonparametric Measurement Error Models
Author(s): Susan Schennach*+
Companies: The University of Chicago
Address: Dept. of Economics, Chicago, IL, 60637,
Keywords: measurement error ; nonparametric ; repeated measurements ; instrument ; identification
Abstract:

This presentation will review a number of identification and estimation strategies in nonparametric measurement error models, including approaches exploiting repeated measurements and instruments in both classical and nonclassical settings. Furthermore, a recent identification and estimation result for the nonparametric classical measurement error model without side information is presented. None of the results presented rely on distributional assumption regarding the measurement error.

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