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

By Chris J. Skinner and K. Humphreys

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

Topics: HA Statistics
Publisher: Statistics Canada
Year: 1997
OAI identifier: oai:eprints.lse.ac.uk:39195
Provided by: LSE Research Online
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