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  1. Generalized linear latent variable models with flexible distribution of latent variables
    Author: Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.
    Published: 2009
    Publisher:  Univ., Faculté des Sciences Economiques et Sociales, Dép. d'Econométrie, Genève

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 177 (2009,8)
    Inter-library loan:
    No inter-library loan
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Cahiers du Département d'Econométrie / Faculté des Sciences Economiques et Sociales, Université de Genève ; 2009,08
    Subjects: Factor Analysis; Latent Variable; Semi-nonparametric Distribution; Maximum Likelihood; Identification; Number of Modes; Robustness
    Scope: Online-Ressource (PDF-Datei: 20 S.), graph. Darst.
  2. Structural measurement errors in nonseparable models
    Author: Hoderlein, Stefan; Winter, Joachim
    Published: 2009
    Publisher:  Univ., Volkswirtschaftl. Fak., München

    This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 483 (2009,02)
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Mannheim
    Inter-library loan:
    No inter-library loan

     

    This paper considers measurement error from a new perspective. In surveys, response errors are often caused by the fact that respondents recall past events and quantities imperfectly. We explore the consequences of recall errors for such key econometric is- sues as the identification of marginal effects or economic restrictions in structural models. Our identification approach is entirely nonparametric, using Matzkin-type nonseparable models that nest a large class of potential structural models. We establish that measurement errors due to poor recall are generally likely to exhibit nonstandard behavior, in particular be nonclassical and differential, and we provide means to deal with this situation. Moreover, our findings suggest that conventional wisdom about measurement errors may be misleading in many economic applications. For instance, under certain conditions left-hand side recall errors will be problematic even in the linear model, and quantiles will be less robust than means. Finally, we apply the main concepts put forward in this paper to real world data, and find evidence that underscores the importance of focusing on individual response behavior.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/104278
    Series: Münchener wirtschaftswissenschaftliche Beiträge ; 2009-02
    Subjects: Statistischer Fehler; Nichtparametrisches Verfahren; Befragung; Strukturgleichungsmodell; Konsumentenverhalten; Measurement Error; Nonparametric; Survey Design; Nonseparable Model; Identification; Zero Homogeneity; Demand
    Scope: Online-Ressource (29 S., 298 KB), graph. Darst.