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st: RE: Structural Equation Modeling


From   "Verkuilen, Jay" <[email protected]>
To   <[email protected]>
Subject   st: RE: Structural Equation Modeling
Date   Mon, 16 Mar 2009 12:38:55 -0400

Jessica Cannon wrote:

>Does anyone know if there is a command for structural equation
modeling?
Thanks.>

The answer is "sort of."

(1) -gllamm- can do all sorts of things, if you can figure out how to
specify the model. http://www.gllamm.org.

(2) There are many special cases of SEMs that are classic econometric
models, e.g., various instrumental variable models such as 2SLS. Stata
has all of these. 

(3) A number of discrete choice models can be specified as SEMs as well.
Stata usually has these models as special-purpose modules. 

In terms of whether Stata has an analog to SAS PROC CALIS, AMOS, LISREL,
Mplus, etc., the answer is currently no. If you're looking for a free
program that does that sort of thing, might I suggest Mike Neale's MX:
http://www.vcu.edu/mx/. You can find classic COSAN at
http://people.niagaracollege.ca/cfraser/download/. There's a program in
R written by John Fox that also does some basic SEM. 

JV

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