Ramalho, Esmeralda A.: Regression Models for Choice-Based Samples with Misclassification Error in the Response Variable
World Conference Econometric Society, 2000, Seattle

Esmeralda A. Ramalho, University of Bristol
Regression Models for Choice-Based Samples with Misclassification Error in the Response Variable
Session: C-13-9  Wednesday 16 August 2000  by Ramalho, Esmeralda A.
In this paper we provide a general framework to deal with the presence of misclassification error in the response variable in choice-based samples. The contamined data sampling distribution is written as a function of the error-free conditional distribution of the dependent variable given the covariates and the conditional misclassification probabilities of the observable variable of interest given its latent values. We propose an extension of Imbens's (1992) efficient GMM estimator to deal with this model and outline a specification test to detect the presence of this sort of measurement error. The performance of both the estimators and the test is investigated in a Monte Carlo simulation study, which shows encouraging results.


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