Abstract
This paper considers mismeasurement of the dependent variable in a general linear index model, which includes qualitative choice models, proportional and additive hazard models, and censored models as special cases. The monotone rank estimator of C AVANAGH and SHERMAN (1998) is shown to be consistent in the presence of any mismeasurement process that obeys a simple stochastic-dominance condition. The emphasis is on measurement error which is independent of the covariates, but extensions to covariate-dependent measurement error are also discussed. We consider the proportional hazard duration model in detail and apply the estimator to mismeasured unemployment duration data from the Survey of Income and Program Participation (SIPP).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
