Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/112759 
Year of Publication: 
2015
Series/Report no.: 
ZEW Discussion Papers No. 15-043
Publisher: 
Zentrum für Europäische Wirtschaftsforschung (ZEW), Mannheim
Abstract: 
We consider the semiparametric generalised linear regression model which has mainstream empirical models such as the (partially) linear mean regression, logistic and multinomial regression as special cases. As an extension to related literature we allow a misclassified covariate to be interacted with a nonparametric function of a continuous covariate. This model is tailormade to address known data quality issues of administrative labour market data. Using a sample of 20m observations from Germany we estimate the determinants of labour market transitions and illustrate the role of considerable misclassification in the educational status on estimated transition probabilities and marginal effects.
Subjects: 
semiparametric regression
measurement error
side information
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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