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


From   "shyamalshyamalshyamal" <shyamalshyamalshyamal@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Structural equations, latent variables and path analysis
Date   Wed, 13 Apr 2005 14:43:18 -0000

Hi:
I feel IV method for SEM is much easier than some other methods. I
have a quick question though. After I run 2SLS for non-recursive
model, what happens if the coefficients are non-significant? Do I
have to remove the non-significant variable(s), and then start
reestimating the regression from the beginning? Or, the non-
significance paths do not matter in this case?

I would appreciate if someone explains the steps of doing 2SLS to
estimate paths; also, please include your feedback on non-significant
paths as well.

Thanks.
Shyamal
--- In statalist@yahoogroups.com, "Nick Cox" <n.j.cox@d...> wrote:
> Next week would be fine.
>
> Joe Newton and Nick Cox
> editors@s...
> 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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