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ijyliu / ECMA-31330-Project

Econometrics and Machine Learning Group Project
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Measurement Error Monte Carlo #11

Closed ijyliu closed 3 years ago

ijyliu commented 3 years ago

Starter Questions:

  1. Classical or non-classical measurement error, or both (ie random noise or correlated errors) ? I am currently doing classical measurement error/noise but maybe someone can add non-classical.
paul-opheim commented 3 years ago

Can I do this one? Do the Monte Carlo Simulation?

ijyliu commented 3 years ago

Ok, yeah, if you want to add non-classical ME to the DGP

ijyliu commented 3 years ago

I guess you would want to add another input to the function that's like the correlation between the ME and the X/covariate