Document Type

Working Paper

Publication Date

5-2009

Working Paper Number

WP #06003, May 2009

Abstract

We consider the problem of identifying a mean outcome in corrupt sampling where the observed outcome is a mixture of the distribution of interest and some other distribution.We make two contributions to this literature. First, the statistical independence assumption maintained under contaminated sampling is relaxed to the weaker assumption that the outcome is mean independent of the mixing process. We then generalize this restriction to allow the two conditional means to differ by a known or bounded factor of proportionality. Second, in the special case of a binary outcome, we consider the possibility that draws from the alternative distribution are known to be erroneous, as might be the case in a mixture model of response error. We illustrate how these assumptions can be used to inform researchers about the population's use of illicit drugs in the presence of nonrandom reporting errors. In this application, we find that a response error model with multiplicative mean independence is easy to motivate and can have substantial identifying power.

Publication Status

This is a working paper of an article from Journal of Business & Economic Statistics 29, no. 1 (2011): 49-60. doi: 10.1198/jbes.2009.07223.

JEL Classification

C1, C10, C14, I12

File Format

application/pdf

Length

32 pages

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