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Re: st: 2SLS IV estimation CODE


From   William Buchanan <william@williambuchanan.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: 2SLS IV estimation CODE
Date   Sun, 12 May 2013 09:18:47 -0700

Hi Diego,

We're you able to find what you were looking for?  The other option that I stumbled across (now that I have a similar project where my level two effect(s) are endogenous) is to use Mplus 7.  Now they support three level multilevel models, so it would probably be just as easy to fit the model and apply your instruments where needed in the SEM framework.  To my knowledge EQS and LISREL would only allow two level models (although this could be different in the latest release of LISREL).

HTH,
Billy

Sent from my iPhone

On May 9, 2013, at 15:40, David Torres <writeon4truth2@msn.com> wrote:

> No, it is not free.  I will nonetheless see what it can do for me.
> Thanks,
> Diego
> 
> ----------------------------------------
>> Subject: Re: st: 2SLS IV estimation CODE
>> From: william@williambuchanan.net
>> Date: Thu, 9 May 2013 15:23:01 -0700
>> To: statalist@hsphsun2.harvard.edu
>> 
>> Unfortunately, this requires access to MlwiN which is not free for everyone.
>> 
>> 
>> 
>> On May 9, 2013, at 3:05 PM, Stuart Buck <stuartbuck@gmail.com> wrote:
>> 
>>> I've never used MLwiN, but I bet it has something to offer. You can
>>> run it from within Stata. See
>>> http://www.bristol.ac.uk/cmm/software/runmlwin/.
>>> 
>>> On Thu, May 9, 2013 at 4:47 PM, David Torres <writeon4truth2@msn.com> wrote:
>>>> Hi,
>>>> 
>>>> So I've been all over the web, the Stata Journal, and a few Stata books and I still haven't been able to find any code useful for building a three-level random coefficients model that can take advantage of the two-stage least squares instrumental variables estimator or similar.
>>>> 
>>>> I'd very much appreciate the help of a Stata pro to help me construct such a model.
>>>> 
>>>> As previously stated, my data are repeated measures (maximum of five) of students nested within schools. The endogenous variable I'm instrumenting for is a binary indicator for whether (1) or not (0) parents exercised choice to send their child(ren) to a school outside the zoned area. Controls include typical factors like race, gender, and poverty status at level 2, and school type (regular public, school-within-a-school, school-wide magnet) at level 3.
>>>> 
>>>> level-1: intercept year
>>>> level-2: intercept black hispan frlunch poverty
>>>> level-3: intercept swas swp
>>>> 
>>>> Anyone? Anyone?
>>>> 
>>>> I'm also open to suggestions for other approaches or data setup that might work as well.
>>>> 
>>>> David DIEGO Torres
>>>> *
>>>> * For searches and help try:
>>>> * http://www.stata.com/help.cgi?search
>>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>>> * http://www.ats.ucla.edu/stat/stata/
>>> 
>>> 
>>> 
>>> --
>>> Stuart Buck
>>> http://about.me/stuartbuck
>>> 479-200-2750 (cell)
>>> 
>>> *
>>> * For searches and help try:
>>> * 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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>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/                         
> *
> *   For searches and help try:
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*
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