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Computation of Generalized Linear Models with Misclassified Covariates Using Side Information
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | misclassGLM |
Computation of Generalized Linear Models with Misclassified Covariates Using Side Information |
Statements
19 November 2023
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Estimates models that extend the standard GLM to take misclassification into account. The models require side information from a secondary data set on the misclassification process, i.e. some sort of misclassification probabilities conditional on some common covariates. A detailed description of the algorithm can be found in Dlugosz, Mammen and Wilke (2015) <https://www.zew.de/publikationen/generalised-partially-linear-regression-with-misclassified-data-and-an-application-to-labour-market-transitions>.
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