Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: RE: eivreg and deming


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
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.

Best,
J.

____________________________________________________

Prof. John Antonakis, Associate Dean Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 01.06.2010 19:43, Nick Cox wrote:
Compared with what? is a flip but nevertheless I suggest also a fair
answer.
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 http://www.stata.com/merror 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 n.j.cox@durham.ac.uk
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?

Risto.Herrala@bof.fi

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?

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index