Is what -pathreg- does very much different from simultaneous equation
models estimable through -reg3-? Looks to me like the basic path
analysis models would be exactly the same stuff as econometric
simultaneous equations, and if you read about identification conditons
(that -pathreg- explicitly says of avoiding) -- say in Bollen's book,
I think that's still the best treatment of the topic -- they rely on
those econometric models.
On 3/25/07, Maarten buis <[email protected]> wrote:
> The example in http://www.ats.ucla.edu/stat/Stata/faq/pathreg.htm
> shows us how to use the pathreg, my model,however,is different with
> it in some way. I have two
> intermediate exogenous_vars(agressive and depressive) in the Read
> position. How to use the pathreg? Should I apply the pathreg for the
> two intermediate exogenous_vars respectively?
For simplicity assume that the other variable names from the ATS
example remain unchanged. In that case you would type:
pathreg (agressive ses female) /*
*/ (depressive ses female) /*
*/ (write ses agressive depressive female)
( The use /* and */ is explained in
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html#/**/ )
> My second question:
> The pathreg2 command has the power to estimate the log likelihood. I
> am confused what does the log likelihood stand for because I want to
> estimate the whole model,but the pathreg has to run several times to
> get the result for the model and you can get a goodness fit index
> each time. I want to know how to get the whole model's log likelihood
> using the pathreg2 command written by you.
Based on my intuition obtained from similar models I think you can just
add the log likelihoods from the different model (i.e. multiply the
likelihoods), to get the (log) likelihood for the entire model. This is
what -pathreg2- does. However, this is just my intuition. I shared that
intuition on the stalist so the person asking the question could have a
concrete lead to investigate. I also posted that program to show how
that person could implement it, if my intuition turned out to be
correct.
Right now I don't have time to investigate this further. I forwarded
this mail to the statalist, in case somebody else knows the answer, or
has time to investigate.
I hope that this is at least some help,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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