Recent studies in deep learning have shown significant progress in named entity recognition (NER). However, most existing works assume clean data annotation, while real-world scenarios typically involve a large amount of noises from a variety of sources (e.g., pseudo, weak, or distant annotations). This work studies NER under a noisy labeled setting with calibrated confidence estimation. Based on empirical observations of different training dynamics of noisy and clean labels, we propose strategies for estimating confidence scores based on local and global independence assumptions. We partially marginalize out labels of low confidence with a CRF model. We further propose a calibration method for confidence scores based on the structure of entity labels. We integrate our approach into a self-training framework for boosting performance. Experiments in general noisy settings with four languages and distantly labeled settings demonstrate the effectiveness of our method.