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st: IV modeling in a Multi-level scenario


From   "Lee, Ken" <klee@mitre.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: IV modeling in a Multi-level scenario
Date   Wed, 18 Nov 2009 12:04:43 -0500

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

===================
Ken Lee


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