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Re: st: ordered logistic regression with endogenous variable


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logistic regression with endogenous variable
Date   Thu, 11 Oct 2012 09:26:59 -0400

On Thu, Oct 11, 2012 at 7:02 AM, Anat (Manes) Tchetchik
<anatmanes@gmail.com> wrote:
> Dear Statalisters,
> I have a categorical (ranked ordered) dependent var. is there a way to
> estimate such a model with IVs for endogenous covariate?

How coarse is the ordinal variable? If it's got 10 categories or so
and is reasonably centered and symmetric (the last part is crucial)
you can get away with assuming it's continuous and just using an
estimator for instrumental variables. You can probably get away with
it even down to 5 categories, though you'll have some attenuation due
to the discrete response.

If it's got 3 points, is skewed or near the boundary of the response
space, you're likely to run into trouble, but if you are intrepid you
can use -gllamm- or -gmm- to get an estimate.
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