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Instrumental variable estimation of gross flows in the presence of measurement error

Skinner, Chris J. and Humphreys, K. (1997) Instrumental variable estimation of gross flows in the presence of measurement error. Survey Methodology, 23 (1). pp. 53-60. ISSN 0714-0045

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Abstract

The problem of estimating transition rates from longitudinal survey data in the presence of misclassification error is considered. Approaches which use external information on misclassification rates are reviewed, together with alternative models for measurement error. We define categorical instrumental variables and propose methods for the identification and estimation of models including such variables by viewing the model as a restricted latent class model. The numerical properties of the implied instrumental variable estimators of flow rates are studied using data from the Panel Study of Income Dynamics.

Item Type: Article
Official URL: http://www.statcan.gc.ca/ads-annonces/12-001-x/ind...
Additional Information: © 1997 Minister of Industry, Canada
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 31 Oct 2011 11:45
Last Modified: 13 Sep 2024 21:08
URI: http://eprints.lse.ac.uk/id/eprint/39195

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