Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/211140 
Year of Publication: 
2019
Series/Report no.: 
cemmap working paper No. CWP47/19
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
In this paper, 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 Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm (2018). To illustrate the new command, we provide Monte Carlo simulations and an empirical application to testing for measurement error in administrative earnings data.
Subjects: 
st0001
nonparametric test
measurement error
measurement errorbias
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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