>It is well known that such errors lead to attenuation of estimated effects,
Just a slight correction. Well behaved measurement error will attenuate the
regression coefficient in the bivariate case. In the case of multiple
endogeneous variables, however, measurement error can cause the individiual
coefficients to be biased in either direction. To determine the exact
pattern of bias, you need to work through the covariance algebra or move
into a Monte Carlo analysis framework.
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