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Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables

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

    (Tilburg University, Center for Economic Research)

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.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1999-51.

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Date of creation: 1999
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Handle: RePEc:dgr:kubcen:199951

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Web page: http://center.uvt.nl

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Keywords: immigrants; speaking fluency; measurement error;

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  1. Dustmann, Christian, 1994. "Speaking Fluency, Writing Fluency and Earnings of Migrants," Journal of Population Economics, Springer, vol. 7(2), pages 133-56.
  2. Das, J.W.M. & Soest, A.H.O. van, 1995. "Expected and realized income changes: Evidence from the Dutch socio-economic panel," Discussion Paper 1995-52, Tilburg University, Center for Economic Research.
  3. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
  4. Chiswick, Barry R & Miller, Paul W, 1995. "The Endogeneity between Language and Earnings: International Analyses," Journal of Labor Economics, University of Chicago Press, vol. 13(2), pages 246-88, April.
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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. Bellemare, C. & Melenberg, B. & Soest, A.H.O. van, 2002. "Semi-parametric Models for Satisfaction with Income," Discussion Paper 2002-87, Tilburg University, Center for Economic Research.

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