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st: rcal, measurement error model question


From   Richard Valliant <[email protected]>
To   [email protected]
Subject   st: rcal, measurement error model question
Date   Thu, 11 Dec 2008 11:07:46 -0500

I'm a new user who is trying to fit a simple measurement error model to
a set of estimates from two independent surveys.  The surveys are
measuring the same things.  My data look like
 
(e1, v1) = set of 30 estimates and their variances from survey 1
(e2, v2) = set of 30 estimates and their variances from survey 2

The model I want to fit is basic: 
e1 = a + b*e2 + u1
e2 = E2 + u2     (u1 and u2 are the model errors, E2 is E(e2)  )

I've tried:
  mkmat v2
  mat D = diag(v2)
  rcal (e1) (w: e2), suuinit(D)

This gives "invalid syntax". If I put some arbitrary variable x in the
model (which I don't want), this works:
    rcal (e1=x) (w: e2), suuinit(D)

But rcal apparently does not allow aweights to account for v1 =
var(e1). 
Is there a way to use rcal or some other procedure to fit the model
above, accounting for the fact that I have (1) estimates of variance for
both e1 and e2 and (2) no covariates measured without error to put in
the model?

Thanks in advance,
R. Valliant
U. of Maryland
[email protected]

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