Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables

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

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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.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages29
Volume1999-51
Publication statusPublished - 1999

Publication series

NameCentER Discussion Paper
Volume1999-51

Fingerprint

Semiparametric estimation
Parametric model
Prediction
Immigrants
Germany
Semiparametric model
Semiparametric methods

Keywords

  • immigrants
  • speaking fluency
  • measurement error

Cite this

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). Tilburg: Econometrics.
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Dustmann, C & van Soest, AHO 1999 'Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables' CentER Discussion Paper, vol. 1999-51, Econometrics, Tilburg.

Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables. / Dustmann, C.; van Soest, A.H.O.

Tilburg : Econometrics, 1999. (CentER Discussion Paper; Vol. 1999-51).

Research output: Working paperDiscussion paperOther research output

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AB - 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.

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