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Instrumental variable estimation of gross flows in the presence of measurement error

Instrumental variable estimation of gross flows in the presence of measurement error
Instrumental variable estimation of gross flows in the presence of measurement error
The problem of estimating transition rates from longitudinal survey data in the presence of misclassification error is considered. Approaches which use external information on misclassification rates are reviewed, together with alternative models for measurement error. We define categorical instrumental variables and propose methods for the identification and estimation of models including such variables by viewing the model as a restricted latent class model. The numerical properties of the implied instrumental variable estimators of flow rates are studied using data from the Panel Study of Income Dynamics.
0714-0045
53-60
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Humphreys, K.
cd83c923-8b4e-46cb-87c2-b5d0510bd3e9
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Humphreys, K.
cd83c923-8b4e-46cb-87c2-b5d0510bd3e9

Skinner, C.J. and Humphreys, K. (1997) Instrumental variable estimation of gross flows in the presence of measurement error. Survey Methodology, 23 (1), 53-60.

Record type: Article

Abstract

The problem of estimating transition rates from longitudinal survey data in the presence of misclassification error is considered. Approaches which use external information on misclassification rates are reviewed, together with alternative models for measurement error. We define categorical instrumental variables and propose methods for the identification and estimation of models including such variables by viewing the model as a restricted latent class model. The numerical properties of the implied instrumental variable estimators of flow rates are studied using data from the Panel Study of Income Dynamics.

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Published date: June 1997

Identifiers

Local EPrints ID: 34672
URI: http://eprints.soton.ac.uk/id/eprint/34672
ISSN: 0714-0045
PURE UUID: 067d401f-7632-4b42-8dcc-3fc6c3eab69e

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Date deposited: 25 Jan 2008
Last modified: 11 Dec 2021 15:25

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Contributors

Author: C.J. Skinner
Author: K. Humphreys

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