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Testing the specification of parametric models by using anchoring vignettes

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  • Arthur van Soest
  • Hana Vonkova

Abstract

type="main" xml:lang="en"> Summary. Comparing assessments on a subjective scale across countries or socio-economic groups is often hampered by differences in response scales across groups. Anchoring vignettes help to correct for such differences, either in parametric models (the compound hierarchical ordered probit (CHOPIT) model and extensions) or non-parametrically, comparing rankings of vignette ratings and self-assessments across groups. We construct specification tests of parametric models, comparing non-parametric rankings with rankings by using the parametric estimates. Applied to six domains of health, the test always rejects the standard CHOPIT model, but an extended CHOPIT model performs better. This implies a need for more flexible (parametric or semiparametric) models than the standard CHOPIT model.

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  • Arthur van Soest & Hana Vonkova, 2014. "Testing the specification of parametric models by using anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(1), pages 115-133, January.
    • Handle: RePEc:bla:jorssa:v:177:y:2014:i:1:p:115-133
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    File URL: http://hdl.handle.net/10.1111/j.1467-985X.2012.12000.x
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    Cited by:

    1. Raskina, Yulia & Podkorytova, Olga & Kuchakov, Ruslan, 2022. "Health determinants and the reporting heterogeneity bias in Russia: Anchoring vignettes approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 118-143.
    2. Bertoni, Marco, 2015. "Hungry today, unhappy tomorrow? Childhood hunger and subjective wellbeing later in life," Journal of Health Economics, Elsevier, vol. 40(C), pages 40-53.
    3. William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 31-64, January.
    4. Hanna Grol-Prokopczyk, 2018. "In Pursuit of Anchoring Vignettes That Work: Evaluating Generality Versus Specificity in Vignette Texts," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 73(1), pages 54-63.
    5. Molina, Teresa, 2017. "Adjusting for heterogeneous response thresholds in cross-country comparisons of self-reported health," The Journal of the Economics of Ageing, Elsevier, vol. 10(C), pages 1-20.
    6. Hanna Grol-Prokopczyk & Emese Verdes-Tennant & Mary McEniry & Márton Ispány, 2015. "Promises and Pitfalls of Anchoring Vignettes in Health Survey Research," Demography, Springer;Population Association of America (PAA), vol. 52(5), pages 1703-1728, October.
    7. Hana Vonkova, 2019. "Life Satisfaction among Different Groups of Children: Self-Reports, Differential Scale Usage and Anchoring Vignettes," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 12(6), pages 2111-2136, December.

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