 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: RE: RE: RE: 2SLS, logistic regression and more (problems...)
|
From |
In�s Rodr�guez <[email protected]> |
|
To |
[email protected] |
|
Subject |
Re: st: RE: RE: RE: 2SLS, logistic regression and more (problems...) |
|
Date |
Thu, 13 Dec 2007 10:14:27 -0300 (ART) |
is usual to use ordinal variables in 2SLS estimations
generally many models use ordinal variables (dummies) in the first stage
if your dependent variable is ordinal (dummy) you could use a probit or
logit model in 2SLS estimation
Ines
> Thanks a lot for your comment!
>
> I�ve just come across another question, not directly related to Stata, but
> I have not yet found any hints in the textbooks.
>
> Is it possible to use ranked data in 2SLS estimations? My data is ordinal
> scaled and comprises nonlinear relationships. In accordance to existing
> literature in my field (accounting) I calculated ranks and so far used
> them in ordinary OLS-estimations. I am just wondering if I could use 2SLS
> in this case since I need to incorporate instrument variables due to an
> endogenous explanatory variable.
>
> Many thanks in advance
> Tatjana
>
>
>
>
> -----Urspr�ngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Corey Phelps
> Gesendet: Samstag, 8. Dezember 2007 22:26
> An: [email protected]
> Betreff: st: RE: RE: 2SLS, logistic regression and more (problems...)
>
> It's unclear to me why you want to estimate the first stage using logistic
> regression. I am assuming your enogenous variable is dichotomous. If so,
> an
> you are only interested in obtaining a consistent estimate in the second
> stage, you can use linear regression for the first stage. Estimating the
> first stage using probit or logit is unnecessary because in 2SLS the
> consistency of the estimates in the second stage are not dependent upon
> specifying the correct functional form in the first stage (Kelejian,
> 1971).
>
> Kelejian, H. 1971. Two-stage least squares and econometric systems linear
> in
> parameters but nonlinear in endogenous variables. Journal of the American
> Statistical Association, 66: 373-374.
>
> Corey Phelps, PhD
> Asst. Professor, Management & Organization
> Neal & Jan Dempsey Faculty Fellow
> Michael G. Foster School of Business
> University of Washington
> Box 353200
> Seattle, WA 98195
> (206) 543-6579
> www.coreyphelps.com
>
>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> Verkuilen, Jay
>> Sent: Saturday, December 08, 2007 1:02 PM
>> To: [email protected]
>> Subject: st: RE: 2SLS, logistic regression and more (problems...)
>>
>> Tatjana Oberd�rster wrote:
>>
>> >>I'd like to do a 2SLS estimation where the first-stage
>> regression is Logistic. [snip] <<
>>
>> I suggest looking at GLLAMM, the freely downloadable program
>> that can be found at http://www.gllamm.org.
>>
>> Jay
>> --
>> J. Verkuilen
>> Assistant Professor of Educational Psychology
>> City University of New York-Graduate Center
>> 365 Fifth Ave.
>> New York, NY 10016
>> Email: [email protected]
>> Office: (212) 817-8286
>> FAX: (212) 817-1516
>> Cell: (217) 390-4609
>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/support/faqs/res/findit.html
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/