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Re: st: disattenuated regression


From   "'Alim Beveridge" <alimba@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: disattenuated regression
Date   Sun, 18 Nov 2012 13:57:04 -0500

Hi,

Yes, the dichotomous variable (eg gender) is exogenous, and I did mean independent variable by IV not indicator (of a LV). I also want to include dummy variables for group membership as exogenous IVs/predictors. So if I understand you correctly, I don't need to worry about including these in my model and using standard ML estimation?
thanks,
'Alim


On 11/18/2012 11:51, JVerkuilen (Gmail) wrote:
On Sun, Nov 18, 2012 at 11:47 AM, JVerkuilen (Gmail)
<jvverkuilen@gmail.com>  wrote:
On Sun, Nov 18, 2012 at 11:33 AM, 'Alim Beveridge<alimba@gmail.com>  wrote:
Hi John,
thanks again for your advice. I was thinking of doing this actually and have
been teaching myself how to use sem in stata.
However does it deal with dichotomous/categorical IVs, like Mplus does?
If I understand your question correctly, your dichotomous variable is
exogenous, so you are fine. You're conditioning on it and thus its
distribution is not part of the likelihood to be optimized.
Ah I think by IV you mean indicator variable, not independent variable.

In that case, as long as you have an ordinal variable with a
reasonable number of categories (more than 5) that has a reasonably
symmetric bell shape, things are probably OK with ML, though you might
want to use bootstrapping.

Jay
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