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: disattenuated regression
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: disattenuated regression
Date
Sat, 17 Nov 2012 11:18:30 +0100
That's easy. Use -sem-
It supports vce(robust) and vce(cluster id)
See -help sem-. Note, if you have a single indicator of a latent the
basic set up would be (for predicting y from proxy x of x*, the latter
being the latent):
(note latents are denoted in capitals in sem unless you specify otherwise)
sem (X->x@1) (y<-X) , reliability(x .80) vce(cluster id)
HTH,
John.
__________________________________________
John Antonakis
Professor of Organizational Behavior
Director, Ph.D. program in Management
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 16.11.2012 21:13, 'Alim Beveridge wrote:
> eivreg does what I want but it does not work with the vce option. it
does not support svy either. Does anyone know how to do regression in
Stata with correction for measurement error (like eivreg) AND cluster
robust SEs (like vce (cluster)).
>
> Thanks,
> 'Alim
>
> On 11/15/2012 4:01, Maarten Buis wrote:
>> On Thu, Nov 15, 2012 at 4:48 AM, 'Alim Beveridge wrote:
>>
>>> I would like to run disattenuated regression (DR) in Stata. I have
not found
>>> a package that will do this for me.
>>>
>> Did you look at -help eivreg-?
>>
>> Hope this helps,
>> Maarten
>>
>> ---------------------------------
>> Maarten L. Buis
>> WZB
>> Reichpietschufer 50
>> 10785 Berlin
>> Germany
>>
>> http://www.maartenbuis.nl
>> ---------------------------------
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/