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Re: st: ordered logistic regression with endogenous variable


From   "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logistic regression with endogenous variable
Date   Thu, 11 Oct 2012 18:38:41 +0200

Hi Jay, It is a 5 categories var. however not symmetric (i.e. value 1
appears 10%, 2 appears 11%, 3- 22% , 4-27% and 5- 31%) so it doesn't
fit into the IV estimator, shell I run gmm?

On Thu, Oct 11, 2012 at 3:26 PM, JVerkuilen (Gmail)
<jvverkuilen@gmail.com> wrote:
> 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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-- 
Anat Tchetchik, PhD
Department of Hotel and Tourism Management
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

E-mail:       anat@som.bgu.ac.il
Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
Web:          http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm
*
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*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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