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Author: Denteh, Augustine
Resulting in 1 citation.
1. Nguimkeu, Pierre
Denteh, Augustine
Tchernis, Rusty
On the Estimation of Treatment Effects with Endogenous Misreporting
NBER Working Paper No. 24117, National Bureau of Economic Research, December 2017.
Also: http://www.nber.org/papers/w24117
Cohort(s): NLSY79
Publisher: National Bureau of Economic Research (NBER)
Keyword(s): Body Mass Index (BMI); Geocoded Data; Modeling, OLS; Obesity; Program Participation/Evaluation; Supplemental Nutrition Assistance Program (SNAP, formerly Food Stamps); Underreporting

Participation in social programs is often misreported in survey data, complicating the estimation of the effects of those programs. In this paper, we propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We show that failure to account for endogenous misreporting can result in the estimate of the treatment effect having an opposite sign from the true effect. 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 related to both participation and misreporting. We establish the consistency and asymptotic normality of our estimator and assess its small sample performance through Monte Carlo simulations. An empirical example is given to illustrate the proposed method.
Bibliography Citation
Nguimkeu, Pierre, Augustine Denteh and Rusty Tchernis. "On the Estimation of Treatment Effects with Endogenous Misreporting." NBER Working Paper No. 24117, National Bureau of Economic Research, December 2017.