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Re: st: RE: RE: eivreg and deming

From   John Antonakis <>
Subject   Re: st: RE: RE: eivreg and deming
Date   Tue, 01 Jun 2010 22:00:49 +0200

Hi Nick:

One example where eivreg is perfectly legitimate to use: IQ is mostly exogenous (determined by genes); so, if we have a non-so-perfect proxy of IQ, we can estimate it's reliability (empirically via test-retest or via internal consistency) and thus "purge" the endogeneity bias due to measurement error. This is much easier to do and more defensible than trying to instrument IQ. I would be hard pressed to find a good instrument for IQ.



Prof. John Antonakis, Associate Dean Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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On 01.06.2010 19:43, Nick Cox wrote:
Compared with what? is a flip but nevertheless I suggest also a fair
I can't comment on Tony's specifics here -- as there aren't any! -- but
I guess that many people feel queasy in this territory because deciding
on a proper treatment of situations in which all variables are subject
to error is very demanding. There are so many things to be specified
about error structure.
StataCorp's own feelings appear mixed too: there is a bundle of good
stuff at that is semi-official (my
description not theirs!).
By the way, many economists and econometricians seem fixated on using
instrumental variables in this situation, but such methods don't exhaust
the possibilities. Nick
Lachenbruch, Peter

At a seminar not long ago, an eminent statistician commented that EIV
was not very useful and led to more problems (he didn't specify what
they were) that it was worth.  Anyone else have similar experience?

I need to do errors in variables regression, where the errors are
heteroscedastic. A Stata user has programmed a 'deming' ado -file for
this purpose. Does anyone have experience of its use?

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