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RE: st: Latent Variable and IV


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Latent Variable and IV
Date   Mon, 8 Feb 2010 12:12:43 -0800 (PST)

--- Mafalda Sampaio wrote:
> In my research I have a model that has both a latent
> explanatory variable and a endogenous variable. So, in
> estimating I have to tackle both. 
>
> I did not seem to find a fancier way to estimate this so I
> thouhgt of doing a "by hand" first stage, estimating the 
> endogenous variable through its instrument, and then
> applying the estimated variance on the model with the
> latent variable. However, this would lead to wrong SE. 
>
> Does anyone has an idea? Does stata deals simultaneously
> with IV and Latent? 

A latent variable is just a variable hat has not been 
directly observed. So, you need some other strategy to 
recover it from observed data. There are many strategies,
which are each appropriate to a different set of problems.
So just saying that you have a latent variable does not
give us enough information to answer your question: So,
what kind of latent variable do you have in mind, what
kind of strategy do you want to use to recover it, what
kind of IV estimation do you want to perform?

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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