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Lee, Young Jun [Author]; Wilhelm, Daniel [Author]

Testing for the presence of measurement error in Stata

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  • Media type: E-Book
  • Title: Testing for the presence of measurement error in Stata
  • Contributor: Lee, Young Jun [VerfasserIn]; Wilhelm, Daniel [VerfasserIn]
  • imprint: [London]: Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, [2018]
  • Published in: Centre for Microdata Methods and Practice: CEMMAP working papers ; 2018,51
  • Extent: 1 Online-Ressource (circa 20 Seiten); Illustrationen
  • Language: English
  • Identifier:
  • Keywords: Statistischer Fehler ; Nichtparametrischer Test ; Einkommensstatistik ; USA ; Graue Literatur
  • Origination:
  • Footnote:
  • Description: In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm (2018b). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.
  • Access State: Open Access