Are there any techniques (built-in Stata or user-provided routines) that allow for Instrumental Variable modeling in a multi-level analysis scenario?
I have health data for counties and states with endogeneity via simultaneous causality between the RHS variables and dependent variables. I have done independent multi-level analyses and IV, but cannot find a routine that allows the use of the two techniques together.
A standard paper is Kim and Frees (2006) "Omitted Variables in Multilevel Modeling", and Andrew Gelman and Jennifer Hill discuss it in Chap.23 of their book and provide a BUGS code example. But, I cannot find a Stata example, discussion, or code reference.
Ken
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Ken Lee
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