Sorry for the delay in my replay: you can find an user-written command -jive- from http://www.stata-journal.com/software/sj6-3
therefore I recommend you -ssc install jive-
(you should have found this answer by yourself with -findit jive- !!!!!)
For errors-in-variable, you have -eivreg- (built-in!!!). Not sure if it matters, but I also have from http://www.stata-journal.com/software/sj3-4 :
-rcal-, which fits generalized linear models for measurement error data using IRLS maximum quasi-likelihood (implemented by Stata's plug-in mechanism) and -cme- (program to estimate generalized linear models with covariate measurement error; it is a wrapper for -gllamm- )
Nicola
At 02.33 30/01/2007 -0500, Manasi Vydyanath wrote:
>Dear Stata users -
>I have been working with synthetic cohort for some time now, and
>would need to use estimators that correct for heteroskedasticity that
>is caused by such aggregation. One of the models I am considering is
>the Errors-in-Variables Estimator (EVE, consistent when the number of
>cohorts is taken to infinity), which is essentially a Weighted Least
>Squares (WLS) estimator with a correction: one adjusts by subtracting
>the variance-covariance matrix from the two components of the estimator.
>You have my apologies for the vagueness of this description - I
>cannot think of a way to include the equation defining the estimator
>in an e-mail that will come through for users who might be employing
>a text-based client...I don't know if this listhost accepts
>attachments. The estimator may be found in Paul Devereux's paper
>(2003) "Improved Errors-in-Variables Estimators for Grouped Data",
>page 14, Equation 50.
>Is there any existing way to handle EVE or Generalized EVE models in
>Stata? (I am using version 9.)
>Also, the paper proved the equivalence of Jackkife Instrumental
>Variables Estimator (JIVE) - if there is a way to handle this, I will
>be able to modify the unbiased EVE as necessary.
>Any help in this matter would be greatly appreciated. Also - if there
>is no existing way to handle this - what estimator would provide a
>good starting point for source code that I can modify?
>Thank you very much for your time.
>Cordially,
>Manasi
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