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Re: st: disattenuated regression


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: disattenuated regression
Date   Sat, 17 Nov 2012 11:18:30 +0100

That's easy. Use -sem-

It supports vce(robust) and vce(cluster id)

See -help sem-. Note, if you have a single indicator of a latent the basic set up would be (for predicting y from proxy x of x*, the latter being the latent):

(note latents are denoted in capitals in sem unless you specify otherwise)

sem (X->x@1) (y<-X) , reliability(x .80) vce(cluster id)

HTH,
John.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. program in Management

Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 16.11.2012 21:13, 'Alim Beveridge wrote:
> eivreg does what I want but it does not work with the vce option. it does not support svy either. Does anyone know how to do regression in Stata with correction for measurement error (like eivreg) AND cluster robust SEs (like vce (cluster)).
>
> Thanks,
> 'Alim
>
> On 11/15/2012 4:01, Maarten Buis wrote:
>> On Thu, Nov 15, 2012 at 4:48 AM, 'Alim Beveridge wrote:
>>
>>> I would like to run disattenuated regression (DR) in Stata. I have not found
>>> a package that will do this for me.
>>>
>> Did you look at -help eivreg-?
>>
>> Hope this helps,
>> Maarten
>>
>> ---------------------------------
>> Maarten L. Buis
>> WZB
>> Reichpietschufer 50
>> 10785 Berlin
>> Germany
>>
>> http://www.maartenbuis.nl
>> ---------------------------------
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