Journal
JOURNAL OF ECONOMETRICS
Volume 106, Issue 1, Pages 171-201Publisher
ELSEVIER SCIENCE SA
DOI: 10.1016/S0304-4076(01)00094-X
Keywords
choice-based sampling; misclassification; discrete choice models; generalized method of moments estimation; score tests
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In this paper, we provide a general framework to deal with the presence of misclassification in the response variable in choice-based samples. The contaminated 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' (Econometrica 60 (1992),1187) efficient generalized method of moments to estimate 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 very encouraging results. (C) 2002 Elsevier Science S.A. All rights reserved.
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