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From |
"eugenio zucchelli" <eugenio.zucchelli@york.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: dynamic structural equations modelling with latent variables |

Date |
Wed, 13 Apr 2011 16:32:01 +0100 |

Dear Statalisters, I would like to know if it is possible to estimate a dynamic structural equations model with latent variables using STATA. Our model comprises two dynamic structural equations, two latent variables and a series of measurement equations (essentially it is a MIMIC model with two dynamic structural equations and two latent variables). The model has the following synthetic form: (1) H*it = H*it-1 + H*it-2 + A*it-1 + A*it-2 + Xit + eit (2) A*it = A*it-1 + A*it-2 + H*it-1 + H*it-2 + Zit + vit (3) Hit = H*it + uit (4) Ait = A*it + wit where H*it and A*it are two latent variables. Note that we need to somehow model the lagged values of the two latent variables (H*it-1, H*it-2, A*it-1 and A*it-2). Also note that all observed indicators for our latent constructs (Ait, Hit) are categorical variables (binary as well as ordinal measures). Would you recommend to try to estimate such a model using GLLAMM? If it is so, is there any way to get around modelling lags of latent variables using GLLAMM? Or would you rather recommend to use a different dedicated software and if that is the case, which software would you use? (I looked into MPlus and did not find much about dynamic structural equations models). Besides, I would like to stick to STATA if possible. I am also trying to understand if dynamic factor modelling with latent variables might be an alternative way to go (as many of you might already know, STATA has a "dfactor" command for dynamic factor models). Any suggestions/comments would be much appreciated! Thanks a lot. Best wishes, Eugenio ********************************** Eugenio Zucchelli, PhD Research Fellow Centre for Health Economics Alcuin 'A' Block University of York Heslington YORK, YO10 5DD UK ********************************** * * 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/

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