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Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables
Dustmann,C. van Soest,A.H.O.
Dustmann,C.
van Soest,A.H.O.
Abstract
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-reported speaking fluency of male immigrants in Germany. We find some substantial differences in parameter estimates between parametric and semiparametric models, and between predictions of true and reported fluency. We compare the predictions of the three models, and perform a graphical test of the parametric models against semiparametric alternatives.
Description
Pagination: 29
Date
1999
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Publisher
Econometrics
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51.pdf
Adobe PDF, 2.02 MB
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Keywords
immigrants, speaking fluency, measurement error, C14 - Semiparametric and Nonparametric Methods: General, C35 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions, J15 - Economics of Minorities, Races, Indigenous Peoples, and Immigrants ; Non-labor Discrimination
Citation
Dustmann, C & van Soest, A H O 1999 'Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables' CentER Discussion Paper, vol. 1999-51, Econometrics, Tilburg.