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Testing for the presence of measurement error in Stata

Author

Listed:
  • Young Jun Lee

    (University of Copenhagen)

  • Daniel Wilhelm

    (University College London, CeMMAP)

Abstract

In this article, we describe how to test for the presence of measure- ment error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new com- mand, dgmtest, for a nonparametric test proposed in Wilhelm (2018, Working Paper CWP45/18, Centre for Microdata Methods and Practice, Institute for Fis- cal Studies). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.

Suggested Citation

  • Young Jun Lee & Daniel Wilhelm, 2020. "Testing for the presence of measurement error in Stata," Stata Journal, StataCorp LLC, vol. 20(2), pages 382-404, June.
    • Handle: RePEc:tsj:stataj:v:20:y:2019:i:2:p:382-404
    DOI: 10.1177/1536867X20931002
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    Cited by:

    1. Dongwoo Kim & Daniel Wilhelm, 2024. "Powerful t-tests in the presence of nonclassical measurement error," Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 345-378, July.
    2. Wossen, Tesfamicheal & Spielman, David J. & Alene, Arega D. & Abdoulaye, Tahirou, 2024. "Estimating seed demand in the presence of market frictions: Evidence from an auction experiment in Nigeria," Journal of Development Economics, Elsevier, vol. 167(C).
    3. Crossley, Thomas F. & Fisher, Paul & Hussein, Omar, 2023. "Assessing data from summary questions about earnings and income," Labour Economics, Elsevier, vol. 81(C).
    4. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
    5. Se-il MUN & Lei QIN & Yue ZHOU, 2023. "The Effects of Mass Transit System on Urban Population Distribution:Evidence from Wuhan," Discussion papers e-23-003, Graduate School of Economics , Kyoto University.
    6. Wossen, Tesfamicheal & Abay, Kibrom A. & Abdoulaye, Tahirou, 2022. "Misperceiving and misreporting input quality: Implications for input use and productivity," Journal of Development Economics, Elsevier, vol. 157(C).

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