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Testing for the presence of measurement error in Stata
The Stata Journal: Promoting communications on statistics and Stata ( IF 4.8 ) Pub Date : 2020-06-19 , DOI: 10.1177/1536867x20931002
Young Jun Lee 1 , Daniel Wilhelm 2
Affiliation  

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.



中文翻译:

测试Stata中是否存在测量误差

在本文中,我们描述了如何测试解释变量中是否存在测量误差。首先,我们讨论在线性回归等参数模型中对此类假设的检验,然后为Wilhelm(2018年,工作论文CWP45 / 18,研究所微数据方法和实践中心)提出的非参数检验引入新命令dgmtest。财政研究)。为了说明新命令,我们提供了蒙特卡洛模拟和一个经验应用程序来测试行政收入数据中的度量误差。

更新日期:2020-06-30
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