On Thu, 7 Oct 2004 13:48:38 +0200, Markiewicz, Agnieszka
<[email protected]> wrote:
> Talking about IV. Is it possible to use the IV in an ordered logit model
> in Stata?
If you specifically have measurement error (or errors in variables, as
economists call it), then you should be able to tweak -gllamm- to do
it. See Rabe-Hesketh, Skrondal and Pickles (2003), Maximum likelihood
estimation of generalized linear models with covariate measurement
error, The Stata Journal, 3 (4),pp.386--411.
With -gllamm-, you can also model some of the endogeneity problems by
assuming a common factor model where some variables are correlated due
to a small number of unobserved factors, and are conditionally
independent given those factors.
--
Stas Kolenikov
http://stas.kolenikov.name
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