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Specification and testing of hierarchical ordered response models with anchoring vignettes

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  • Greene, W.H.;
  • Harris, M.N.;
  • Knott, R.;
  • Rice, N.;

Abstract

Anchoring vignettes have been proposed as a way to correct for differential item functioning when individuals self-assess their health, or other aspects of their circumstances on an ordered categorical scale. The model relies on two key underlying assumptions of response consistency and vignette equivalence. Adopting a modified specification of the boundary equations in the compound hierarchical ordered probit model this paper develops joint and separate tests of these assumptions based on a score approach. Monte Carlo simulations show that the tests have good size and power properties in finite samples. We provide an application of the test to data from the Survey of Health, Aging and Retirement in Europe (SHARE, using self-reported data on pain. The tests are easy to implement, only requiring estimation of the restricted model under the null hypothesis.

Suggested Citation

  • Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers 19/18, HEDG, c/o Department of Economics, University of York.
  • Handle: RePEc:yor:hectdg:19/18
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    References listed on IDEAS

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    1. Franco Peracchi & Claudio Rossetti, 2013. "The heterogeneous thresholds ordered response model: identification and inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 703-722, June.
    2. Nigel Rice & Silvana Robone & Peter Smith, 2011. "Analysis of the validity of the vignette approach to correct for heterogeneity in reporting health system responsiveness," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(2), pages 141-162, April.
    3. Arie Kapteyn & James P. Smith & Arthur Van Soest, 2013. "Are A mericans Really Less Happy with Their Incomes?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(1), pages 44-65, March.
    4. Stefan Boes & Rainer Winkelmann, 2006. "Ordered response models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 167-181, March.
    5. Greene, William & McKenzie, Colin, 2015. "An LM test based on generalized residuals for random effects in a nonlinear model," Economics Letters, Elsevier, vol. 127(C), pages 47-50.
    6. Nicolas Sirven & Brigitte Santos-Eggimann & Jacques Spagnoli, 2012. "Comparability of Health Care Responsiveness in Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 105(2), pages 255-271, January.
    7. Viola Angelini & Danilo Cavapozzi & Luca Corazzini & Omar Paccagnella, 2014. "Do Danes and Italians Rate Life Satisfaction in the Same Way? Using Vignettes to Correct for Individual-Specific Scale Biases," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 643-666, October.
    8. Arie Kapteyn & James P. Smith & Arthur Van Soest & Hana Vonkova, 2011. "Anchoring Vignettes and Response Consistency," Working Papers WR-840, RAND Corporation.
    9. Corrado, L. & Weeks, M., 2010. "Identification Strategies in Survey Response Using Vignettes," Cambridge Working Papers in Economics 1031, Faculty of Economics, University of Cambridge.
    10. Greene,William H. & Hensher,David A., 2010. "Modeling Ordered Choices," Cambridge Books, Cambridge University Press, number 9780521142373, December.
    11. Franco Peracchi & Claudio Rossetti, 2012. "Heterogeneity in health responses and anchoring vignettes," Empirical Economics, Springer, vol. 42(2), pages 513-538, April.
    12. Hana Voňková & Patrick Hullegie, 2011. "Is the anchoring vignette method sensitive to the domain and choice of the vignette?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 597-620, July.
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    Keywords

    ordered response models; anchoring vignettes; differential item functioning; self-assessments; score test; CHOPIT;

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