@TechReport{iza:izadps:dp17154, author={Millimet, Daniel L.}, title={(Don't) Walk This Way: The Econometrics of Crosswalks}, year={2024}, month={Jul}, institution={Institute of Labor Economics (IZA)}, address={Bonn}, type={IZA Discussion Paper}, number={17154}, url={https://www.iza.org/index.php/publications/dp17154}, abstract={It is increasingly common in empirical research to merge data sets containing different units of observation. When the units are not nested, a crosswalk specifying how the units from one data source are allocated to the units of the other is needed. Unfortunately, most crosswalks are ad hoc, a fact that is often ignored by researchers and has not caught the attention of econometricians. Here, I show that use of an incorrect crosswalk induces measurement error that is necessarily nonclassical and can be consequential. I discuss and illustrate the ramifications of using a flawed crosswalk, present two specification tests, offer potential solutions, and provide an application to the effects of social media on political polarization.}, keywords={crosswalk;nonclassical measurement error;social media;polarization}, }