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Re: st: ordered logistic regression with endogenous variable

From   "Anat (Manes) Tchetchik" <>
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)
<> wrote:
> On Thu, Oct 11, 2012 at 7:02 AM, Anat (Manes) Tchetchik
> <> 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

Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
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