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Identification of the Binary Choice Model with Misclassification

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Author Info

  • Arthur Lewbel

    ()
    (Boston College)

Abstract

Misclassification in binary choice (binomial response) models occurs when the dependent variable is measured with error, that is, when an actual "one" response is sometimes recorded as a zero, and vice versa. This paper shows that binary choice models with misclassification are semiparametrically identified, even when the probabilities of misclassification depend in unknown ways on model covariates, and the distribution of the errors is unknown.

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Bibliographic Info

Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 457.

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Length: 8 pages
Date of creation: 31 Jan 2000
Date of revision:
Publication status: published, Econometric Theory, 2000, 16, 603-609
Handle: RePEc:boc:bocoec:457

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Related research

Keywords: binary choice; misclassification; measurement error; semiparametric; latent variable;

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References

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  1. 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.
  2. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(03), pages 560-586, June.
  3. repec:cup:etheor:v:11:y:1995:i:3:p:560-96 is not listed on IDEAS
  4. Brown, James N & Light, Audrey, 1992. "Interpreting Panel Data on Job Tenure," Journal of Labor Economics, University of Chicago Press, vol. 10(3), pages 219-57, July.
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Citations

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Cited by:
  1. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
  2. Arie Beresteanu & Francesca Molinari, 2006. "Asymptotic properties for a class of partially identified models," CeMMAP working papers CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Sheng Guo, 2009. "Switching Regression Estimates of EIS for Stockholders and Non-Stockholders," Working Papers 0903, Florida International University, Department of Economics.
  4. Peter Moffatt & Simon Peters, 2001. "Testing for the Presence of a Tremble in Economic Experiments," Experimental Economics, Springer, vol. 4(3), pages 221-228, December.
  5. Donald S. Kenkel & Dean R. Lillard & Alan D. Mathios, 2004. "Accounting for misclassification error in retrospective smoking data," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 1031-1044.
  6. Arrieta, Alejandro, 2007. "A Structural Misclassifcation Model to Estimate the Impact of Physician Incentives on Healthcare Utilization," MPRA Paper 6718, University Library of Munich, Germany.
  7. Bellemare, C., 2004. "A Life-Cycle Model of Outmigration and Economic Assimilation of Immigrants in Germany," Discussion Paper 2004-29, Tilburg University, Center for Economic Research.
  8. Échevin, Damien, 2009. "Employment and Education Discrimination against Disabled Persons in Cape Verde," MPRA Paper 19497, University Library of Munich, Germany.
  9. Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, 03.
  10. Wim Bernasco & Thomas de Graaff & Jan Rouwendal & Wouter Steenbeek, 2012. "Social Interactions and Crime revisited: An Investigation using Individual Offender Data in Dutch Neighborhoods," Tinbergen Institute Discussion Papers 12-108/VIII, Tinbergen Institute, revised 28 Apr 2014.
  11. Eivind Bernhardsen & Bjorne Dyre Syversten, 2009. "Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 111-138, September.

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