Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Stata Software for Generalized Linear Measurement Error models


From   "Mike Hollis" <mehla@earthlink.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Stata Software for Generalized Linear Measurement Error models
Date   Fri, 6 Jun 2003 15:52:57 -0700

>It is well known that such errors lead to attenuation of estimated effects,

Just a slight correction.  Well behaved measurement error will attenuate the
regression coefficient in the bivariate case.  In the case of multiple
endogeneous variables, however, measurement error can cause the individiual
coefficients to be biased in either direction.  To determine the exact
pattern of bias, you need to work through the covariance algebra or move
into a Monte Carlo analysis framework.


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index