IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/dfb6b8e3-5319-47c7-a998-9cb9915a142e.html
   My bibliography  Save this paper

Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables

Author

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

    (Tilburg University, School of Economics and Management)

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," Other publications TiSEM dfb6b8e3-5319-47c7-a998-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:dfb6b8e3-5319-47c7-a998-9cb9915a142e
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/532185/51.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Clark, Andrew E & Oswald, Andrew J, 1994. "Unhappiness and Unemployment," Economic Journal, Royal Economic Society, vol. 104(424), pages 648-659, May.
    2. Chiswick, Barry R & Miller, Paul W, 1995. "The Endogeneity between Language and Earnings: International Analyses," Journal of Labor Economics, University of Chicago Press, vol. 13(2), pages 246-288, April.
    3. Andrews, Donald W. K., 1998. "Hypothesis testing with a restricted parameter space," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
    4. Das, Marcel & van Soest, Arthur, 1997. "Expected and realized income changes: Evidence from the Dutch socio-economic panel," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 137-154, January.
    5. Marcel Kerkhofs & Maarten Lindeboom, 1995. "Subjective health measures and state dependent reporting errors," Health Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 221-235, May.
    6. Douglas, Stratford M & Conway, Karen Smith & Ferrier, Gary D, 1995. "A Switching Frontier Model for Imperfect Sample Separation Information: With an Application to Constrained Labor Supply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(2), pages 503-529, May.
    7. Hausman, J. A. & Abrevaya, Jason & Scott-Morton, F. M., 1998. "Misclassification of the dependent variable in a discrete-response setting," Journal of Econometrics, Elsevier, vol. 87(2), pages 239-269, September.
    8. McManus, Walter & Gould, William & Welch, Finis, 1983. "Earnings of Hispanic Men: The Role of English Language Proficiency," Journal of Labor Economics, University of Chicago Press, vol. 1(2), pages 101-130, April.
    9. repec:adr:anecst:y:1999:i:55-56:p:09 is not listed on IDEAS
    10. Das, J.W.M., 1995. "Extensions of the Ordered Response Model Applied to Consumer Valuation of New Products," Other publications TiSEM 906b1b30-1dcc-47bc-890b-c, Tilburg University, School of Economics and Management.
    11. Christian Dustmann & Arthur Van Soest, 2002. "Language and the Earnings of Immigrants," ILR Review, Cornell University, ILR School, vol. 55(3), pages 473-492, April.
    12. Jason Abrevaya & Jerry A. Hausman, 1999. "Semiparametric Estimation with Mismeasured Dependent Variables: An Application to Duration Models for Unemployment Spells," Annals of Economics and Statistics, GENES, issue 55-56, pages 243-275.
    13. George J. Borjas, 2021. "Self-Selection and the Earnings of Immigrants," World Scientific Book Chapters, in: Foundational Essays in Immigration Economics, chapter 4, pages 69-91, World Scientific Publishing Co. Pte. Ltd..
    14. Francisco L. Rivera-Batiz, 2018. "English Language Proficiency and the Economic Progress of Immigrants," World Scientific Book Chapters, in: Francisco L Rivera-Batiz (ed.), International and Interregional Migration Theory and Evidence, chapter 11, pages 165-173, World Scientific Publishing Co. Pte. Ltd..
    15. repec:tiu:tiutis:bdbe10dd-649c-4521-ab28-7aa051a5bf82 is not listed on IDEAS
    16. Chiswick, Barry R, 1991. "Speaking, Reading, and Earnings among Low-Skilled Immigrants," Journal of Labor Economics, University of Chicago Press, vol. 9(2), pages 149-170, April.
    17. Dustmann, Christian, 1994. "Speaking Fluency, Writing Fluency and Earnings of Migrants," Journal of Population Economics, Springer;European Society for Population Economics, vol. 7(2), pages 133-156.
    18. Horowitz, Joel L., 1993. "Semiparametric estimation of a work-trip mode choice model," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 49-70, July.
    19. Donald W. K. Andrews, 1999. "Estimation When a Parameter Is on a Boundary," Econometrica, Econometric Society, vol. 67(6), pages 1341-1384, November.
    20. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
    21. Yoram Ben-Porath, 1967. "The Production of Human Capital and the Life Cycle of Earnings," Journal of Political Economy, University of Chicago Press, vol. 75(4), pages 352-352.
    22. Lee, Lung-Fei & Porter, Robert H, 1984. "Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability," Econometrica, Econometric Society, vol. 52(2), pages 391-418, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dustmann C. & Van Soest A., 2004. "An Analysis of Speaking Fluency of Immigrants Using Ordered Response Models With Classification Errors," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 312-321, July.
    2. Dustmann, Christian & Glitz, Albrecht, 2011. "Migration and Education," Handbook of the Economics of Education, in: Erik Hanushek & Stephen Machin & Ludger Woessmann (ed.), Handbook of the Economics of Education, edition 1, volume 4, chapter 0, pages 327-439, Elsevier.
    3. Christian Dustmann & Arthur van Soest, 2001. "Language Fluency And Earnings: Estimation With Misclassified Language Indicators," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 663-674, November.
    4. Dustmann, Christian, 1997. "The effects of education, parental background and ethnic concentration on language," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(Supplemen), pages 245-262.
    5. Aldashev, Alisher & Gernandt, Johannes & Thomsen, Stephan L., 2009. "Language usage, participation, employment and earnings: Evidence for foreigners in West Germany with multiple sources of selection," Labour Economics, Elsevier, vol. 16(3), pages 330-341, June.
    6. Tam, King Wa & Page, Lionel, 2016. "Effects of language proficiency on labour, social and health outcomes of immigrants in Australia," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 66-78.
    7. Mary Antonia Silles, 2018. "The Effects of Language Skills on the Economic Assimilation of Female Immigrants in the United States," Manchester School, University of Manchester, vol. 86(6), pages 789-815, December.
    8. Isphording, Ingo E. & Otten, Sebastian, 2014. "Linguistic barriers in the destination language acquisition of immigrants," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 30-50.
    9. Christian Dustmann, 1999. "Temporary Migration, Human Capital, and Language Fluency of Migrants," Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(2), pages 297-314, June.
    10. Michael A. Shields & Stephen Wheatley Price, 2002. "The English language fluency and occupational success of ethnic minority immigrant men living in English metropolitan areas," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(1), pages 137-160.
    11. Casale, Daniela & Posel, Dorrit, 2011. "English language proficiency and earnings in a developing country: The case of South Africa," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(4), pages 385-393, August.
    12. Berman, Eli & Lang, Kevin & Siniver, Erez, 2003. "Language-skill complementarity: returns to immigrant language acquisition," Labour Economics, Elsevier, vol. 10(3), pages 265-290, June.
    13. Lang Kevin & Siniver Erez, 2009. "The Return to English in a Non-English Speaking Country: Russian Immigrants and Native Israelis in Israel," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 1-30, November.
    14. Jens Ruhose, 2013. "Bildungsleistungen von Migranten und deren Determinanten – Teil II: Primar-, Sekundar- und Tertiärbereich," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(10), pages 24-38, May.
    15. Zorlu, Aslan & Hartog, Joop, 2018. "The Impact of Language on Socioeconomic Integration of Immigrants," IZA Discussion Papers 11485, Institute of Labor Economics (IZA).
    16. Gil S. Epstein & Erez Siniver, 2012. "Can an ethnic group climb up from the bottom of the ladder?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2414-2441.
    17. Ingo E. Isphording, 2013. "Returns to Foreign Language Skills of Immigrants in Spain," LABOUR, CEIS, vol. 27(4), pages 443-461, December.
    18. Gao, Wenshu & Smyth, Russell, 2011. "Economic returns to speaking 'standard Mandarin' among migrants in China's urban labour market," Economics of Education Review, Elsevier, vol. 30(2), pages 342-352, April.
    19. Chiswick, Barry R., 2008. "The Economics of Language: An Introduction and Overview," IZA Discussion Papers 3568, Institute of Labor Economics (IZA).
    20. Verdier, Thierry & Zenou, Yves, 2017. "The role of social networks in cultural assimilation," Journal of Urban Economics, Elsevier, vol. 97(C), pages 15-39.

    More about this item

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:dfb6b8e3-5319-47c7-a998-9cb9915a142e. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.