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Re: st: disattenuated regression


From   "JVerkuilen (Gmail)" <[email protected]>
To   [email protected]
Subject   Re: st: disattenuated regression
Date   Sun, 18 Nov 2012 11:51:15 -0500

On Sun, Nov 18, 2012 at 11:47 AM, JVerkuilen (Gmail)
<[email protected]> wrote:
> On Sun, Nov 18, 2012 at 11:33 AM, 'Alim Beveridge <[email protected]> wrote:
>> 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?
>
> If I understand your question correctly, your dichotomous variable is
> exogenous, so you are fine. You're conditioning on it and thus its
> distribution is not part of the likelihood to be optimized.

Ah I think by IV you mean indicator variable, not independent variable.

In that case, as long as you have an ordinal variable with a
reasonable number of categories (more than 5) that has a reasonably
symmetric bell shape, things are probably OK with ML, though you might
want to use bootstrapping.

Jay
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