Could you not derive robust standard errors using a
clustered jackknife? Alternatively, you might be able
to use Stata's -suest- or -svr- commands to derive
robust varince estimates.
--
Jim
--- Roger Harbord <[email protected]> wrote:
> --On 20 January 2005 Roger Harbord
> <[email protected]> wrote to
> Statalist:
>
> >> Allowing for clustering should be possible with
> -qvf- (see -findit qvf-).
> >> This does IV for generalized linear models
> (including probit) and has a
> >> cluster() option.
> >>
>
> --On 21 January 2005 Scott Merryman
> <[email protected]> wrote to Statalist:
>
> > Roger,
> >
> > In July 2003, I had made similar suggestion of
> using -qvf- to correct for
> > endogeneity and Vince Wiggins kindly pointed out
> to me that IV for
> > measurement error is different than IV for
> endogeneity and employing -qvf-
> > when you have an endogenous regressor will yield
> inconsistent estimates.
> >
>
> I've found Scott's message from July 2003 on the
> Statalist archive:
>
<http://www.stata.com/statalist/archive/2003-07/msg00434.html>
>
> However the abstract of the article by Hardin,
> Schmiediche and Carroll about
> -qvf- in Stata Journal 3(4) p351-360 appears to
> differ:
>
> "One of the most notable features of the qvf command
> is its ability to
> include instrumental variables. This functionality
> was added specifically to
> address measurement error but may be utilized by the
> user for other purposes."
> <http://www.stata-journal.com/abstracts/st0049.pdf>
>
> Could someone please clarify whether qvf can
> estimate models where
> instrumental variables are used to deal with
> endogeneity? If not i've got
> some serious corrections and apologies to make
> sharpish!
>
> Many thanks,
> Roger.
>
> --
> Roger Harbord
> Department of Social Medicine, University of Bristol
> http://www.epi.bris.ac.uk
>
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>
=====
James W. Shaw, Ph.D., Pharm.D., M.P.H.
Post-Doctoral Fellow
Tobacco Control Research Branch
Behavioral Research Program
Division of Cancer Control and Population Sciences
National Cancer Institute
Tel.: 215-852-3045
Fax: 215-542-7150
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