scholarly journals Simulation extrapolation estimation in parametric models with Laplace measurement error

2014 ◽  
Vol 8 (2) ◽  
pp. 1973-1995 ◽  
Author(s):  
Hira L. Koul ◽  
Weixing Song
Keyword(s):  
Measurement Error ◽  
Parametric Models ◽  
Simulation Extrapolation

scholarly journals Testing for the presence of measurement error in Stata

2020 ◽  
Vol 20 (2) ◽  
pp. 382-404
Author(s):  
Young Jun Lee ◽  
Daniel Wilhelm
Keyword(s):  
Monte Carlo ◽  
Measurement Error ◽  
Monte Carlo Simulations ◽  
Nonparametric Test ◽  
Parametric Models ◽  
Empirical Application ◽  
Explanatory Variables ◽  
Working Paper ◽  
Linear Regressions

In this article, 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 command, dgmtest, for a nonparametric test proposed in Wilhelm (2018, Working Paper CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.

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