Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: RE: RE: eivreg and deming
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: RE: RE: eivreg and deming
Date
Tue, 01 Jun 2010 22:00:49 +0200
Hi Nick:
One example where eivreg is perfectly legitimate to use: IQ is mostly
exogenous (determined by genes); so, if we have a non-so-perfect proxy
of IQ, we can estimate it's reliability (empirically via test-retest or
via internal consistency) and thus "purge" the endogeneity bias due to
measurement error. This is much easier to do and more defensible than
trying to instrument IQ. I would be hard pressed to find a good
instrument for IQ.
Best,
J.
____________________________________________________
Prof. John Antonakis, Associate Dean
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
On 01.06.2010 19:43, Nick Cox wrote:
Compared with what? is a flip but nevertheless I suggest also a fair
answer.
I can't comment on Tony's specifics here -- as there aren't any! -- but
I guess that many people feel queasy in this territory because deciding
on a proper treatment of situations in which all variables are subject
to error is very demanding. There are so many things to be specified
about error structure.
StataCorp's own feelings appear mixed too: there is a bundle of good
stuff at http://www.stata.com/merror that is semi-official (my
description not theirs!).
By the way, many economists and econometricians seem fixated on using
instrumental variables in this situation, but such methods don't exhaust
the possibilities.
Nick
[email protected]
Lachenbruch, Peter
At a seminar not long ago, an eminent statistician commented that EIV
was not very useful and led to more problems (he didn't specify what
they were) that it was worth. Anyone else have similar experience?
[email protected]
I need to do errors in variables regression, where the errors are
heteroscedastic. A Stata user has programmed a 'deming' ado -file for
this purpose. Does anyone have experience of its use?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/