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Article
Covariate Measurement and Endogeneity
Economics Letters (2015)
  • Daniel L Millimet, Southern Methodist University
Abstract
The effects of improving covariate measurement are investigated when the covariate is endogenous even in the absence of measurement error. Reducing measurement error can exacerbate the finite sample bias of Two-Stage Least Squares. An application reveals this is of practical importance.
Disciplines
Publication Date
2015
Citation Information
Daniel L Millimet. "Covariate Measurement and Endogeneity" Economics Letters (2015)
Available at: http://works.bepress.com/millimet/71/