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Re: st: Re: More information about the pathreg2 command in path analysis

From   "Stas Kolenikov" <>
Subject   Re: st: Re: More information about the pathreg2 command in path analysis
Date   Sun, 25 Mar 2007 17:43:12 -0500

Is what -pathreg- does very much different from simultaneous equation
models estimable through -reg3-? Looks to me like the basic path
analysis models would be exactly the same stuff as econometric
simultaneous equations, and if you read about identification conditons
(that -pathreg- explicitly says of avoiding) -- say in Bollen's book,
I think that's still the best treatment of the topic -- they rely on
those econometric models.

On 3/25/07, Maarten buis <> wrote:
> The example in
> shows us how to use the pathreg, my model,however,is different with
> it in some way. I have two
> intermediate exogenous_vars(agressive and depressive) in the Read
> position. How to use the pathreg? Should I apply the pathreg for the
> two intermediate exogenous_vars respectively?

For simplicity assume that the other variable names from the ATS
example remain unchanged. In that case you would type:

pathreg (agressive ses female) /*
     */ (depressive ses female) /*
     */ (write ses agressive depressive female)

( The use /* and */ is explained in**/ )

> My second question:
> The pathreg2 command has the power to estimate the log likelihood. I
> am confused what does the  log likelihood stand for because I want to
> estimate the whole model,but the pathreg has to run several times to
> get the result for the model and you can get a goodness fit index
> each time. I want to know how to get the whole model's log likelihood
> using the pathreg2 command written by you.

Based on my intuition obtained from similar models I think you can just
add the log likelihoods from the different model (i.e. multiply the
likelihoods), to get the (log) likelihood for the entire model. This is
what -pathreg2- does. However, this is just my intuition. I shared that
intuition on the stalist so the person asking the question could have a
concrete lead to investigate. I also posted that program to show how
that person could implement it, if my intuition turned out to be

Right now I don't have time to investigate this further. I forwarded
this mail to the statalist, in case somebody else knows the answer, or
has time to investigate.

I hope that this is at least some help,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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