Title: Response error and transformation models
Authors: Stephan Martin - Humboldt University Berlin (Germany) [presenting]
Christoph Breunig - Humboldt-Universitat zu Berlin (Germany)
Abstract: Nonclassical measurement error of the dependent variable is considered. We show that this specification leads to a transformation model. Identification arguments vary for continuous and mixed observed dependent variables. Nonparametric identification of the regression function is achieved. We also provide a novel estimation strategy for the transformation model.