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st: 'robust' for measurement error in X?


From   " Sarah Gormly"<gormly@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: 'robust' for measurement error in X?
Date   Mon, 05 Aug 2002 14:37:40 -0700

posts - I looked through the archives and did not find one that fits my
question. 

I am estimating a probit model and include an estimated variable among my
regressors. I would like to adjust the standard errors for the inclusion of an
estimated regressor. I believe this is analogous to adjusting the st. errors
of coefficient estimates for measurement error in an explanatory variable. 

My question is: When estimating a probit model, is it appropriate to use the
'robust' option to adjust the standard errors when an explanatory variable is
measured with error?

Many many thanks, 

Sarah
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