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Re: st: Estimating SEM with Dummy
From
Theophilus Dapel <[email protected]>
To
Statalist <[email protected]>
Subject
Re: st: Estimating SEM with Dummy
Date
Sun, 30 Mar 2014 22:20:22 +0100
Dear Billy,
Thank you so much for the clarification.
I have been building a SEM for path analysis (system of equations). The dependent variables are x1, x2 and x3 (continuous variables).The depending variable is y (continuous variable). I wish to find the impact of the independent variables through intermediate variables z1 and z2 (also continuous variables). And five dummies: era1, … and era5.
Here is the model
xi: sem (mmr -> cps, ) (ms -> cps, ) (ms -> cpi, ) (lending -> cps, ) (cps -> gdp_growth, ) (cpi -> gdp_growth, ) (i.era1 -> gdp_growth, ) (i.era2 -> gdp_growth, ) (i.era3 -> gdp_growth, ) (i.era4 -> gdp_growth, ) (i.era5 -> gdp_growth, ), standardised
On 30 Mar 2014, at 22:03, William Buchanan <[email protected]> wrote:
> John's example was a simple linear regression. Again, you really should provide more information about exactly what you are trying to do. The error message you received means that the values Stata chose by default for the starting values weren't good. You can either try specifying starting values for the model manually or it's possible that the -difficult- option for MLE algorithm could alleviate the problem. However, if you have a series of dummy variables (e.g., already coded as 0|1), then the xi: prefix isn't doing anything. If, instead, you have a series of nominal variables with several categories you could use the generate option of -tabulate- to create your dummy variables.
>
> HTH,
> Billy
>
> Sent from my iPhone
>
>> On Mar 30, 2014, at 15:42, Theophilus Dapel <[email protected]> wrote:
>>
>> Dear John,
>> I applied the option you gave, thanks.
>>
>> But I got an error message: initial values not feasible
>>> On 30 Mar 2014, at 17:07, John Antonakis <[email protected]> wrote:
>>>
>>> Hi:
>>>
>>> In terms of controls, that is, right hand side variables. Just do as you would normally:
>>>
>>> xi: sem (y <- x z i.dummy)
>>>
>>> Stata will generate k-1 dummies for you, like with other estimators.
>>>
>>> Best,
>>> J.
>>>
>>> __________________________________________
>>>
>>> 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
>>> Organizational Research Methods
>>> __________________________________________
>>>
>>>> On 30.03.2014 16:38, Theophilus Dapel wrote:
>>>> Dear User of Stata,
>>>> Any assistance on how to estimate a SEM with dummies in the list of control variables?
>>>>
>>>> Thanks,
>>>> Dapel
>>>> *
>>>> * 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/
>
> *
> * 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/