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 (2018b). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.
- Sprache
-
Englisch
- Erschienen in
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Series: cemmap working paper ; No. CWP51/18
- Klassifikation
-
Wirtschaft
- Thema
-
st0001
nonparametric test
measurement error
measurement error bias
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Lee, Young Jun
Wilhelm, Daniel
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2018
- DOI
-
doi:10.1920/wp.cem.2018.5118
- Handle
- Letzte Aktualisierung
-
2025-03-10T11:44:37+0100
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Lee, Young Jun
- Wilhelm, Daniel
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2018
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