Re: st: disattenuated regression

["'Alim Beveridge" <alimba@gmail.com>]

Hi John,
thanks again for your advice. I was thinking of doing this actually and 
have been teaching myself how to use sem in stata.
However does it deal with dichotomous/categorical IVs, like Mplus does? 
It appears that it only does ML and ADF, and my sample size is too small 
for ADF (N = 210). Someone on statlist described how to create your own 
correlation matrix and then run sem on that. is that how I would have to 
do it?

also when I put a regression path between an observed IV (say age or 
hours worked) and my latent DV, the model does not converge. These 
observed vars are only in the structural part of my syntax, not the 
measurement. Is this not allowed?
thanks,
'Alim

On 11/17/2012 5:18, John Antonakis wrote:
> 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
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>
> 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
> >> ---------------------------------
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