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st: IV modeling in a multi-level scenario

From   "Lee, Ken" <>
To   "" <>
Subject   st: IV modeling in a multi-level scenario
Date   Wed, 3 Feb 2010 12:53:42 -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.  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.


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