Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062076 | Economics Letters | 2007 | 7 Pages |
Abstract
In this paper we propose a general framework to deal with datasets where a binary outcome is subject to misclassification and, for some sampling units, neither the error-prone variable of interest nor the covariates are recorded. A model to describe the observed data is formalized and efficient likelihood-based generalized method of moments estimators are suggested.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Esmeralda A. Ramalho,