Re: st: Stata 13 wishlist

[Stas Kolenikov <skolenik@gmail.com>]

Stata is freaking powerful in instrumental variable models, a far cry
for any mainstream latent variable package. With a little twist and a
couple dozen lines of code, you have a whole new arsenal of techniques
fully supported by GMM, which in turn treats anything that has a
quadratic objective function. So I am sure that with some -gmm-
witchcraft, the analogue of Mplus' WLSMV can be coded in Stata. If
that's the diagonally weighted least squares (I've never been very
good at idiosyncratic Mplus abbreviations), then it is -gmm,
wmatrix(robust, independent)- when the covariance entries are given to
-gmm- as moments... and then -gmm- would offer more, like -cluster-
corrections and iterated GMM, to mention a couple. As far as I
understand, Stata's -sem, method(adf)- is implemented internally via a
-gmm- call. Moreover, a lot of ordinal response functionality can come
from the wonderful David Roodman's -cmp-. So if you are desperate to
do ordinal SEM in Stata, you'll find ways :).

On Wed, Jan 2, 2013 at 10:29 AM, John Antonakis <John.Antonakis@unil.ch> wrote:
> Hi Billy:
>
> Right...here is the post:
>
> http://www.stata.com/statalist/archive/2012-08/msg01453.html
>
> Still, ADF doesn't have all the advantages that what WLSMV (i.e., Muthén's
> robust WLS) does.
>
> Best,
>
> J.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
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> __________________________________________
>
> On 02.01.2013 17:21, William Buchanan wrote:
>>
>> It's been requested several times previously, but including some capacity
>> to control the transparency in graphs (e.g., an option for alpha blending).
>> Adding some documentation to help end-users develop new graph commands more
>> easily would also be incredibly helpful (Sergey R. presented on this topic
>> and the Beamer slides can be found easily via google).
>>
>> Re: John,
>> I'm not in the best Internet browsing situation at the moment, but I had
>> read a post where either Cameron McIntosh or Stas Kolenikov suggested that
>> the ADF estimator is equivalent to the WLS estimator in Mplus.
>>
>> If nothing else I think speeding up some of the -xt- commands would be
>> pretty awesome (e.g., xtmelogit, xtmepoisson, etc...). Another previously
>> mentioned suggestion was to help make it easier for users to integrate Stata
>> with other scripting and/or programming languages (i.e., python).
>>
>> Since the documentation is prepared in LaTeX, maybe an electronic copy in
>> a format other than PDF would be helpful as well.
>>
>> Just my $ 0.02,
>> Billy
>>
>> Sent from my iPhone
>>
>> On Jan 2, 2013, at 7:53, Nick Cox <njcoxstata@gmail.com> wrote:
>>
>>> Postings on this point seem to be overlooking the Graph Recorder.
>>>
>>> Nick
>>>
>>> On Wed, Jan 2, 2013 at 3:44 PM, John Antonakis <John.Antonakis@unil.ch>
>>> wrote:
>>>>
>>>> I second that suggestion:
>>>>
>>>> "to show commands and syntaxes in the results window". Oftentimes, it is
>>>> hard to figure out the syntax when making minor edits to a graph....it
>>>> would
>>>> be so helpful if we could see the syntax that makes the change.
>>>
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>>
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>
>
> *
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-- 
-- Stas Kolenikov, PhD, PStat (SSC)  ::  http://stas.kolenikov.name
-- Senior Survey Statistician, Abt SRBI  ::  work email kolenikovs at
srbi dot com
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer

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