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

Keywords

  • immigrants
  • speaking fluency
  • measurement error

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