Arbeitspapier
Testing for the presence of measurement error in Stata
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 (2018). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP47/19
- Classification
-
Wirtschaft
- Subject
-
st0001
nonparametric test
measurement error
measurement errorbias
- Event
-
Geistige Schöpfung
- (who)
-
Lee, Young Jun
Wilhelm, Daniel
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2019
- DOI
-
doi:10.1920/wp.cem.2019.4719
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Lee, Young Jun
- Wilhelm, Daniel
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2019
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