Systematically Misclassified Binary Dependant Variables

SYSTEMATICALLY MISCLASSIFIED BINARY DEPENDANT VARIABLES
Table 1: Determinants of Pr(y=1) with covariate dependant misclassification
Variable
True
Value
Probit HAS1 GHAS
Est. Std. Err. Est. Std. Err. Est. Std. Err.
α
0
= α 1
=0.02
Intercept -1.0 -0.913 0.049 -0.935* 0.079 -1.096** 0.206
beta1 0.2 0.184 0.013 0.200*** 0.017 0.216* 0.027
beta2 1.5 1.429 0.042 1.502*** 0.093 1.572** 0.160
beta3 -0.6 -0.630** 0.070 -0.676* 0.093 -0.595*** 0.173
α
0
= α 1
=0.05
Intercept -1.0 -0.793 0.048 -0.757 0.073 -1.106** 0.283
beta1 0.2 0.162 0.015 0.186* 0.017 0.214** 0.032
beta2 1.5 1.334 0.042 1.446* 0.088 1.570** 0.193
beta3 -0.6 -0.679 0.072 -0.757 0.101 -0.568*** 0.246
α
0
= α 1
=0.1
Intercept -1.0 -0.704 0.046 -0.642 0.119 -1.096*** 0.419
beta1 0.2 0.128 0.014 0.174 0.023 0.214** 0.050
beta2 1.5 1.033 0.039 1.252 0.139 1.562*** 0.330
beta3 -0.6 -0.454 0.069 -0.580*** 0.114 -0.580*** 0.347
α
0
= α 1
=0.2
Intercept -1.0 -0.562 0.044 -1.402* 0.432 -1.132*** 0.537
beta1 0.2 0.088 0.013 0.265* 0.090 0.224** 0.086
beta2 1.5 0.754 0.037 1.758** 0.519 1.587*** 0.511
beta3 -0.6 -0.145 0.064 -0.517** 0.288 -0.551*** 0.526
α
0
=0.02 , α
1
=0.2
Intercept -1.0 -0.924 0.049 -0.842 0.100 -1.152** 0.344
beta1 0.2 0.131 0.016 0.207** 0.027 0.221** 0.044
beta2 1.5 1.140 0.041 1.467** 0.156 1.593** 0.270
beta3 -0.6 -0.631** 0.069 -0.841 0.136 -0.563*** 0.344
α
0
=0.2 , α
1
=0.02
Intercept -1.0 -0.563 0.044 -1.349 0.282 -1.085** 0.334
beta1 0.2 0.135 0.011 0.229* 0.047 0.217** 0.041
beta2 1.5 1.077 0.039 1.685* 0.280 1.574** 0.266
beta3 -0.6 -0.152 0.066 -0.351 0.162 -0.600*** 0.248
*** True value is within 0.25 standard deviations from the estimate.
** True value is within 0.5 standard deviations from the estimate.
* True value is within 1 standard deviation from the estimate.
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