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]

st: FW: level of measurement for instrumental variable


From   "Akresh, Ilana Redstone" <redstone@illinois.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: FW: level of measurement for instrumental variable
Date   Mon, 12 Sep 2011 17:22:01 +0000

I saw on the Statalist website that statistics are an appropriate topic of discussion (in addition to direct questions on Stata). Thus, my questions:

I am specifying the following multi-level regression:

yhat = x1i  + x2i + z1j

where x1 and x2 vary at the individual level, i, (the unit of analysis in my regression) and z1 varies at the census tract level, j

[1] Since where someone lives (and therefore their census tract) is a choice variable and isn't random, I believe I need to instrument for z1. In that case, does my ideal instrument vary at the level j (the level of measurement of z) or at the level i (the level of the analysis)?

[2] If I add z2j to the analysis (where z2 also varies at the tract level), would I need a separate instrument for z2?

Thank you for your patience with this (probably very elementary) question.


*
*   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