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Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables

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  • Dustmann, C.
  • van Soest, A.H.O.

    (Tilburg University, Center For Economic Research)

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 that a parametric model which explicitly allows for misclassification performs better than a standard ordered probit model and than a model with random thresholds. We find some substantial differences in parameter estimates and predictions of the different models.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Dustmann, C. & van Soest, A.H.O., 1999. "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," Discussion Paper 1999-51, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:dfb6b8e3-5319-47c7-a998-9cb9915a142e
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    Cited by:

    1. Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002. "Semi-parametric Models for Satisfaction with Income," Other publications TiSEM a7ab8987-444a-4ab0-b566-c, Tilburg University, School of Economics and Management.
    2. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
    3. Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers 12/02, Institute for Fiscal Studies.

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    More about this item

    Keywords

    immigrants; speaking fluency; measurement error;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • J15 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Minorities, Races, Indigenous Peoples, and Immigrants; Non-labor Discrimination

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