On 28th November OxTalks will move to the new Halo platform and will become 'Oxford Events' (full details are available on the Staff Gateway).
There will be an OxTalks freeze beginning on Friday 14th November. This means you will need to publish any of your known events to OxTalks by then as there will be no facility to publish or edit events in that fortnight. During the freeze, all events will be migrated to the new Oxford Events site. It will still be possible to view events on OxTalks during this time.
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This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are equivalent to certain restrictions on the joint distribution of an observable outcome and two observable variables that are related to the latent explanatory variable. Existing nonparametric tests for conditional independence can be used to directly test these restrictions without having to solve for the distribution of unobservables. In consequence, the test controls size under weak conditions and possesses power against a large class of nonclassical measurement error models, including many that are not identified. If the test detects measurement error, a multiple hypothesis testing procedure allows the researcher to recover subpopulations that are free from measurement error. Finally, we use the proposed methodology to study the reliability of administrative earnings records in the U.S., finding evidence for the presence of measurement error.
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