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Re: st: Dagenais & Dagenais (1997) code


From   "Kelly Labar" <Kelly.Labar@ecogestion.u-clermont1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Dagenais & Dagenais (1997) code
Date   Wed, 21 Mar 2007 13:09:07 +0100 (CET)

> --- Kelly Labar <Kelly.Labar@ecogestion.u-clermont1.fr> wrote:
>> I would like to know if anyone has ever code the Dagenais & Dagenais
>> (1997) procedure to build instruments to control for measurement
>> errors in the right hand side regression variables.

Sorry, I wanted to go to the essential...

The Dagenais & Dagenais instruments are used in econometrics. I could not
explain fully the principal and that is why I refered to it with the name
and year of publication.

The full reference is the following:

Dagenais M.G., Dagenais D.L. (1997) "Higher moment estimator for linear
regression models with errors in the variables", Journal of Econometrics,
76, pp 193-221.


> --- Kelly Labar <Kelly.Labar@ecogestion.u-clermont1.fr> wrote:
>> I would like to know if anyone has ever code the Dagenais & Dagenais
>> (1997) procedure to build instruments to control for measurement
>> errors in the right hand side regression variables.
>
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>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
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