> --- Kelly Labar <[email protected]> wrote:
>> I would like to know if anyone has ever code the Dagenais & Dagenais
>> (1997) procedure to build instruments to control for measurement
>> errors in the right hand side regression variables.
Sorry, I wanted to go to the essential...
The Dagenais & Dagenais instruments are used in econometrics. I could not
explain fully the principal and that is why I refered to it with the name
and year of publication.
The full reference is the following:
Dagenais M.G., Dagenais D.L. (1997) "Higher moment estimator for linear
regression models with errors in the variables", Journal of Econometrics,
76, pp 193-221.
> --- Kelly Labar <[email protected]> wrote:
>> I would like to know if anyone has ever code the Dagenais & Dagenais
>> (1997) procedure to build instruments to control for measurement
>> errors in the right hand side regression variables.
>
> The Statalist FAQ (see bottom of every post to the statalist) says:
> ``Please do not assume that the literature familiar to you is familiar
> to all members of Statalist. Do not refer to publications with just
> minimal details (e.g., author and date). Questions of the form "Has
> anyone implemented the heteroscedasticity under a full moon test of
> Sue, Grabbit, and Runne (1989)?" admittedly divide the world. Anyone
> who has not heard of the said test would not be helped by the full
> reference to answer the question, but they might well appreciate the
> full reference.''
>
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
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>
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>
> http://home.fsw.vu.nl/m.buis/
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