IDENTIFICATION OF THE BINARY CHOICE MODEL WITH MISCLASSIFICATION

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.

[1]  J. Hausman,et al.  Misclassification of the dependent variable in a discrete-response setting , 1998 .

[2]  James N. Brown,et al.  Interpreting Panel Data on Job Tenure , 1992, Journal of Labor Economics.

[3]  C. Manski.  Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator , 1985 .

[4]  D. McFadden.  Econometric analysis of qualitative response models , 1984 .

[5]  W. Newey,et al.  Large sample estimation and hypothesis testing , 1986 .

[6]  Donald W. K. Andrews,et al.  Nonparametric Kernel Estimation for Semiparametric Models , 1995, Econometric Theory.

[7]  J. Poterba,et al.  Unemployment Benefits and Labor Market Transitions: A Multinomial Logit Model with Errors in Classification , 1995 .

[8]  Wayne A. Fuller,et al.  A Model for Multinomial Response Error Applied to Labor Flows , 1987 .

[9]  Hyungtaik Ahn.  Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors , 1997, Econometric Theory.

[10]  H. Ichimura,et al.  SEMIPARAMETRIC LEAST SQUARES (SLS) AND WEIGHTED SLS ESTIMATION OF SINGLE-INDEX MODELS , 1993 .

[11]  W. Härdle,et al.  Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates dpsfb950075.ps.tar = Enno MAMMEN J.S. MARRON: Mass Recentered Kernel Smoothers , 1996 .

[12]  J. O. Irwin,et al.  Statistical Method in Biological Assay , 1953, Nature.

[13]  Thomas M. Stoker,et al.  Semiparametric Estimation of Index Coefficients , 1989 .