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dc.date.accessioned 2023-09-07T17:30:05Z
dc.date.available 2023-09-07T17:30:05Z
dc.date.issued 2023-09
dc.identifier.uri http://sedici.unlp.edu.ar/handle/10915/157397
dc.description.abstract Recent work on the conditional mean model offers the possibility of addressing misreporting of participation in social programs, which is common and has increased in all major surveys. However, researchers who employ quantile regression continue to encounter challenges in terms of estimation and statistical inference. In this work, we propose a simple two-step estimator for a quantile regression model with endogenous misreporting. The identification of the model uses a parametric first stage and information related to participation and misreporting. We show that the estimator is consistent and asymptotically normal. We also establish that a bootstrap procedure is asymptotically valid for approximating the distribution of the estimator. Simulation studies show the small sample behavior of the estimator in comparison with other methods, including a new three-step estimator. Finally, we illustrate the novel approach using U.S. survey data to estimate the intergenerational effect of mother's participation on welfare on daughter's adult income. en
dc.language en es
dc.subject Quantile regression es
dc.subject Misclassification es
dc.subject Endogenous Treatments es
dc.subject Survey data es
dc.title Quantile regression with an endogenous misclassified binary regressor en
dc.type Articulo es
sedici.identifier.uri https://www.cedlas.econo.unlp.edu.ar/wp/wp-content/uploads/doc_cedlas318.pdf?dl=0 es
sedici.identifier.issn 1853-0168 es
sedici.creator.person Lamarche, Carlos es
sedici.subject.materias Ciencias Económicas es
sedici.description.fulltext true es
mods.originInfo.place Centro de Estudios Distributivos, Laborales y Sociales es
sedici.subtype Documento de trabajo es
sedici.rights.license Creative Commons Attribution 4.0 International (CC BY 4.0)
sedici.rights.uri http://creativecommons.org/licenses/by/4.0/
sedici.description.peerReview peer-review es
sedici.relation.journalTitle Documentos de Trabajo del CEDLAS es
sedici.relation.journalVolumeAndIssue no. 138 es


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Creative Commons Attribution 4.0 International (CC BY 4.0) Except where otherwise noted, this item's license is described as Creative Commons Attribution 4.0 International (CC BY 4.0)