[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v16y2000i04p603-609_16.html
   My bibliography  Save this article

Identification Of The Binary Choice Model With Misclassification

Author

Listed:
  • Lewbel, Arthur
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 response 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.

Suggested Citation

  • Lewbel, Arthur, 2000. "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, vol. 16(4), pages 603-609, August.
    • Handle: RePEc:cup:etheor:v:16:y:2000:i:04:p:603-609_16
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466600164060/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(3), pages 560-586, June.
    2. Brown, James N & Light, Audrey, 1992. "Interpreting Panel Data on Job Tenure," Journal of Labor Economics, University of Chicago Press, vol. 10(3), pages 219-257, July.
    3. Ahn, Hyungtaik, 1997. "Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors," Econometric Theory, Cambridge University Press, vol. 13(1), pages 3-31, February.
    4. repec:cup:etheor:v:11:y:1995:i:3:p:560-96 is not listed on IDEAS
    5. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pattison, Nathaniel & Millimet, Daniel L., 2023. "A Tale of Two Bankruptcies: Geographic Differences in Bankruptcy Chapter Choice," IZA Discussion Papers 16105, Institute of Labor Economics (IZA).
    2. Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, March.
    3. Ijeoma P. Edoka, 2017. "Implications of Misclassification Errors in Empirical Studies of Adolescent Smoking Behaviours," Health Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 486-499, April.
    4. Arie Beresteanu & Francesca Molinari, 2008. "Asymptotic Properties for a Class of Partially Identified Models," Econometrica, Econometric Society, vol. 76(4), pages 763-814, July.
    5. 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.
    6. Molinari, Francesca, 2008. "Partial identification of probability distributions with misclassified data," Journal of Econometrics, Elsevier, vol. 144(1), pages 81-117, May.
    7. Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
    8. Kanaya, Shin & Taylor, Luke, 2020. "Type I and Type II Error Probabilities in the Courtroom," MPRA Paper 100217, University Library of Munich, Germany.
    9. Peter Moffatt & Simon Peters, 2001. "Testing for the Presence of a Tremble in Economic Experiments," Experimental Economics, Springer;Economic Science Association, vol. 4(3), pages 221-228, December.
    10. Sarah Brown & Mark N. Harris & Preety Srivastava & Karl Taylor, 2018. "Mental Health and Reporting Bias: Analysis of the GHQ - 12," Working Papers 2018013, The University of Sheffield, Department of Economics.
    11. Bellemare, Charles, 2007. "A life-cycle model of outmigration and economic assimilation of immigrants in Germany," European Economic Review, Elsevier, vol. 51(3), pages 553-576, April.
    12. Daniel Wilhelm, 2018. "Testing for the presence of measurement error," CeMMAP working papers CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Tennekoon, Vidhura S., 2016. "The equivalence of three latent class models and ML estimators," Economics Letters, Elsevier, vol. 141(C), pages 147-150.
    14. 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.
    15. Meyer, Bruce D. & Mittag, Nikolas, 2017. "Misclassification in binary choice models," Journal of Econometrics, Elsevier, vol. 200(2), pages 295-311.
    16. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    17. Aprajit Mahajan, 2006. "Identification and Estimation of Regression Models with Misclassification," Econometrica, Econometric Society, vol. 74(3), pages 631-665, May.
    18. Shiu, Ji-Liang, 2016. "Identification and estimation of endogenous selection models in the presence of misclassification errors," Economic Modelling, Elsevier, vol. 52(PB), pages 507-518.
    19. Échevin, Damien, 2009. "Employment and Education Discrimination against Disabled Persons in Cape Verde," MPRA Paper 19497, University Library of Munich, Germany.
    20. Lin, Zhongjian & Hu, Yingyao, 2024. "Binary choice with misclassification and social interactions, with an application to peer effects in attitude," Journal of Econometrics, Elsevier, vol. 238(1).
    21. Peter Z. Schochet, 2013. "A Statistical Model for Misreported Binary Outcomes in Clustered RCTs of Education Interventions," Journal of Educational and Behavioral Statistics, , vol. 38(5), pages 470-498, October.
    22. 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, October.
    23. Dimitri Romanov, 2003. "Costs and Benefits of Marginal Reallocation of Tax Agency Resources in Pursuit of the Hard-to-Tax," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0323, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    24. William Greene & Mark N. Harris & Preety Srivastava & Xueyan Zhao, 2018. "Misreporting and econometric modelling of zeros in survey data on social bads: An application to cannabis consumption," Health Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 372-389, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Adele Bergin, 2015. "Employer Changes and Wage Changes: Estimation with Measurement Error in a Binary Variable," LABOUR, CEIS, vol. 29(2), pages 194-223, June.
    2. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2012. "n-uniformly consistent density estimation in nonparametric regression models," Journal of Econometrics, Elsevier, vol. 167(2), pages 305-316.
    3. Arthur Lewbel, 2007. "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, vol. 75(2), pages 537-551, March.
    4. Adele Bergin, 2013. "Job Changes and Wage Changes: Estimation with Measurement Error in a Binary Variable," Economics Department Working Paper Series n240-13.pdf, Department of Economics, National University of Ireland - Maynooth.
    5. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
    7. Jonathan Gruber & Brigitte C. Madrian, 2002. "Health Insurance, Labor Supply, and Job Mobility: A Critical Review of the Literature," NBER Working Papers 8817, National Bureau of Economic Research, Inc.
    8. Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014. "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 426-443.
    9. Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2019. "On the estimation of treatment effects with endogenous misreporting," Journal of Econometrics, Elsevier, vol. 208(2), pages 487-506.
    10. John S. Earle & Klara Z. Sabirianova, 2002. "How Late to Pay? Understanding Wage Arrears in Russia," Journal of Labor Economics, University of Chicago Press, vol. 20(3), pages 661-707, July.
    11. Hunt, Jennifer & Laszlo, Sonia, 2005. "Bribery: Who Pays, Who Refuses, What are the Payoffs?," CEPR Discussion Papers 5251, C.E.P.R. Discussion Papers.
    12. Kocięcki, Andrzej & Kolasa, Marcin, 2023. "A solution to the global identification problem in DSGE models," Journal of Econometrics, Elsevier, vol. 236(2).
    13. John K. Dagsvik & Zhiyang Jia, 2016. "Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 487-506, April.
    14. Park, Joon Y. & Whang, Yoon-Jae, 2012. "Random walk or chaos: A formal test on the Lyapunov exponent," Journal of Econometrics, Elsevier, vol. 169(1), pages 61-74.
    15. Bonsoo Koo & Oliver Linton, 2010. "Semiparametric Estimation of Locally Stationary Diffusion Models," STICERD - Econometrics Paper Series 551, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    16. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
    17. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
    18. Paxson, Christina H & Sicherman, Nachum, 1996. "The Dynamics of Dual Job Holding and Job Mobility," Journal of Labor Economics, University of Chicago Press, vol. 14(3), pages 357-393, July.
    19. Donal O'Neill & Olive Sweetman, 2013. "Estimating Obesity Rates in Europe in the Presence of Self-Reporting Errors," Economics Department Working Paper Series n236-13.pdf, Department of Economics, National University of Ireland - Maynooth.
    20. Whang, Yoon-Jae & Linton, Oliver, 1999. "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, vol. 91(1), pages 1-42, July.

    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

    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:cup:etheor:v:16:y:2000:i:04:p:603-609_16. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .

    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.