Stata 15 help for eivreg

[R] eivreg -- Errors-in-variables regression

Syntax

eivreg depvar [indepvars] [if] [in] [weight] [, options]

options Description ------------------------------------------------------------------------- Model reliab(indepvar # [indepvar # [...]]) specify measurement reliability for each indepvar measured with error

Reporting level(#) set confidence level; default is level(95) display_options control columns and column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling

coeflegend display legend instead of statistics ------------------------------------------------------------------------- indepvars may contain factor variables; see fvvarlist. bootstrap, by, jackknife, rolling, and statsby are allowed; see prefix. Weights are not allowed with the bootstrap prefix. aweights are not allowed with the jackknife prefix. aweights and fweights are allowed; see weight. coeflegend does not appear in the dialog box. See [R] eivreg postestimation for features available after estimation.

Menu

Statistics > Linear models and related > Errors-in-variables regression

Description

eivreg fits errors-in-variables regression models when one or more of the independent variables are measured with error. To use eivreg, you must have an estimate of each independent variable's reliability or assume it is measured without error.

Options

+-------+ ----+ Model +------------------------------------------------------------

reliab(indepvar # [indepvar # [...]]) specifies the measurement reliability for each independent variable measured with error. Reliabilities are specified as pairs consisting of an independent variable name (a name that appears in indepvars) and the corresponding reliability r, 0 < r < 1. Independent variables for which no reliability is specified are assumed to have reliability 1. If the option is not specified, all variables are assumed to have reliability 1, and the result is thus the same as that produced by regress (the ordinary least-squares results).

+-----------+ ----+ Reporting +--------------------------------------------------------

level(#); see [R] estimation options.

display_options: noci, nopvalues, noomitted, vsquish, noemptycells, baselevels, allbaselevels, nofvlabel, fvwrap(#), fvwrapon(style), cformat(%fmt), pformat(%fmt), sformat(%fmt), and nolstretch; see [R] estimation options.

The following option is available with eivreg but is not shown in the dialog box:

coeflegend; see [R] estimation options.

Example

Setup . sysuse auto

Fit regression in which weight and mpg are measured with reliabilities 0.85 and 0.9, respectively . eivreg price weight foreign mpg, r(weight .85 mpg .9)

Stored results

eivreg stores the following in e():

Scalars e(N) number of observations e(df_m) model degrees of freedom e(df_r) residual degrees of freedom e(r2) R-squared e(F) F statistic e(rmse) root mean squared error e(rank) rank of e(V)

Macros e(cmd) eivreg e(cmdline) command as typed e(depvar) name of dependent variable e(rellist) indepvars and associated reliabilities e(wtype) weight type e(wexp) weight expression e(properties) b V e(predict) program used to implement predict e(marginsok) predictions allowed by margins e(asbalanced) factor variables fvset as asbalanced e(asobserved) factor variables fvset as asobserved

Matrices e(b) coefficient vector e(V) variance-covariance matrix of the estimators

Functions e(sample) marks estimation sample


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index