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RE: st: Structural equations, latent variables and path analysis


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Structural equations, latent variables and path analysis
Date   Wed, 13 Apr 2005 15:05:46 +0100

Next week would be fine. 

Joe Newton and Nick Cox
editors@stata-journal.com
Editors, Stata Journal 

Stas Kolenikov
 
> extra two cents: many latent variable structural equation models are
> estimable by instrumental variable methods. Unlike in economics, where
> the instruments are usually pulled out of thin air, one can derive the
> rigorous ways to pick model-implied instruments. IV methods are less
> efficient that MLE (although I have not seen efficiency losses greater
> than 30% in those applications), but they are more robust to model
> misspecification. Moreover, one can test certain misspecifications
> such as omitted paths or measurement error correlations with Hausman
> test on instruments. Ken Bollen has been the main contributor to this
> topic (Bollen, KA (1996) 'An Alternative Two Stage Least Squares
> (2SLS) Estimator for Latent Variable Equations.' Psychometrika, 61:
> 109-121; Bollen, K A, and Bauer, D J (2004), Automating the Selection
> of Model-Implied Instrumental Variables, Soc. Methods & Research, 32
> (4), 425-452). Being his student, someday I should write a paper to
> Stata Journal on how to do all that by -ivreg-...

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