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Re: st: disattenuated regression


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: disattenuated regression
Date   Sun, 18 Nov 2012 15:39:51 -0500

On Sun, Nov 18, 2012 at 1:57 PM, 'Alim Beveridge <alimba@gmail.com> wrote:
> 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,

If it's exogenous all the usual things about regressors in linear
regression apply (i.e., leverage, etc.) but its distribution is not
part of the likelihood. Look up "sem option noxconditional" in the
help and then read the relevant entries in the manual.

Jay
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