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From | John Antonakis <john.antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
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 fairanswer.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 specifiedabout 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 (mydescription not theirs!).By the way, many economists and econometricians seem fixated on using instrumental variables in this situation, but such methods don't exhaustthe possibilities. Nick n.j.cox@durham.ac.ukLachenbruch, 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? Risto.Herrala@bof.fi 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/