Hi all,
In my research I have a model that has both a latent
explanatory variable and a endogenous variable. So, in estimating I have to
tackle both.
I did not seem to find a fancier way to estimate this so I
thouhgt of doing a "by hand" first stage, estimating the endogenous
variable through its instrument, and then applying the estimated variance
on the model with the latent variable. However, this would lead to wrong
SE.
Does anyone has an idea? Does stata deals simultaneously with IV and
Latent?
Thanks a lot in advance.
Best,
Mafalda Sampaio
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