O'Neill, Donal and Sweetman, Olive and Van de gear, Dirk
Consequences of Specification Error for Distributional Analysis with an Application to Intergenerational Mobility.
We Analyze the consequences of three types of specification error from cumulative conditional distribution functions F (y/a): measurement error in y, in a and omitted conditioning variables. The paper uses exact results to obtain conditions under which the effect of the misspecification on the computer cumulative distribution function can be signed. The effects are shown to depend on both the curvature of the true distribution and the properties of the error distribution. We illustrate our findings using a model of intergeneratioonal mobilit
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