Table A1. Determinants of Pr(y=1) with random misclassification (coefficients).
True Value |
Probit |
HAS1 |
GHAS |
||||
---|---|---|---|---|---|---|---|
Variable | Est. | Std. Err. | Est. | Std. Err. | Est. | Std. Err. | |
|
|||||||
E(α0i) = E(α1i) = 0.05 | |||||||
Intercept | −1.0 | −0.844 | 0.048 | −1.035 | 0.170 | −1.112 | 0.290 |
betal | 0.2 | 0.159 | 0.015 | 0.207 | 0.033 | 0.217 | 0.042 |
beta2 | 1.5 | 1.290 | 0.041 | 1.546 | 0.182 | 1.587 | 0.242 |
beta3 | −0.6 | −0.498 | 0.068 | −0.644 | 0.133 | −0.573 | 0.278 |
| |||||||
E(α0i) = E(α1i) = 0.1 | |||||||
Intercept | −1.0 | −0.716 | 0.050 | −1.025 | 0.207 | −1.101 | 0.376 |
beta1 | 0.2 | 0.128 | 0.014 | 0.208 | 0.046 | 0.214 | 0.054 |
beta2 | 1.5 | 1.107 | 0.040 | 1.548 | 0.241 | 1.580 | 0.317 |
beta3 | −0.6 | −0.411 | 0.066 | −0.652 | 0.180 | −0.553 | 0.370 |
| |||||||
E(α0i) = E(α1i) = 0.2 | |||||||
Intercept | −1.0 | −0.507 | 0.046 | −0.998 | 0.319 | −1.094 | 0.596 |
beta1 | 0.2 | 0.085 | 0.012 | 0.204 | 0.065 | 0.217 | 0.092 |
beta2 | 1.5 | 0.790 | 0.037 | 1.509 | 0.383 | 1.563 | 0.549 |
beta3 | −0.6 | −0.278 | 0.066 | −0.638 | 0.263 | −0.561 | 0.525 |