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 language | English (US) |
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Pages (from-to) | 435-467 |
Number of pages | 33 |
Journal | Stata Journal |
Volume | 20 |
Issue number | 2 |
DOIs | |
State | Published - 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)