heap: A command for fitting discrete outcome variable models in the presence of heaping at known points

Zizhong Yan, Wiji Arulampalam, Valentina Corradi, Daniel Gutknecht

Research output: Contribution to journalArticlepeer-review

Abstract

Self-reported survey data are often plagued by the presence of heaping. Accounting for this measurement error is crucial for the identification and consistent estimation of the underlying model (parameters) from such data. In this article, we introduce two commands. The first command, heapmph, estimates the parameters of a discrete-time mixed proportional hazard model with gammaunobserved heterogeneity, allowing for fixed and individual-specific censoring and different-sized heap points. The second command, heapop, extends the framework to ordered choice outcomes, subject to heaping. We also provide suitable specification tests.

Original languageEnglish (US)
Pages (from-to)435-467
Number of pages33
JournalStata Journal
Volume20
Issue number2
DOIs
StatePublished - Jun 1 2020

Keywords

  • discrete-time duration model
  • heaping
  • heapmph
  • heapop
  • measurement error
  • mixed proportional hazards model
  • ordered choice model
  • st0603

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

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