IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v45y1991i2p107-119.html
   My bibliography  Save this article

Regression analysis with dichotomous regressors and misclassification

Author

Listed:
  • P.A. Bekker
  • K. van Montfort
  • A. Mooijaart

Abstract

We discuss a regression model in which the regressors are dummy variables. The basic idea is that the observation units can be assigned to some well‐defined combination of treatments, corresponding to the dummy variables. This assignment can not be done without some error, i.e. misclassification can play a role. This situation is analogous to regression with errors in variables. It is well‐known that in these situations identification of the parameters is a prominent problem. We will first show that, in our case, the parameters are not identified by the first two moments but can be identified by the likelihood. Then we analyze two estimators. The first is a moment estimator involving moments up to the third order, and the second is a maximum likelihood estimator calculated with the help of the EM algorithm. Both estimators are evaluated on the basis of a small Monte Carlo experiment.

Suggested Citation

  • P.A. Bekker & K. van Montfort & A. Mooijaart, 1991. "Regression analysis with dichotomous regressors and misclassification," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 107-119, June.
    • Handle: RePEc:bla:stanee:v:45:y:1991:i:2:p:107-119
    DOI: 10.1111/j.1467-9574.1991.tb01298.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1991.tb01298.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1991.tb01298.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    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:bla:stanee:v:45:y:1991:i:2:p:107-119. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    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.