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Re: st: uncertain explanatory variable

From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: uncertain explanatory variable
Date   Wed, 15 Oct 2003 11:49:01 -0400

Check out the stata command eivreg or in English "errors in variables regression" It lets you assign reliabilities to one or more explanatory variables and see what happens to the other coefficients in a model.

Dave Jacobs

At 12:14 PM 10/15/2003 +0100, you wrote:

Dear All,

I have a very general question, which I am hoping there is a standard answer to.

I am hoping to fit regression models (with both binary and continuous outcomes), but for some of the individuals there is uncertainty (which is quantified) in their explanatory variable, for example individual i may be x1 wp. 0.5 x2 wp 0.25 and x3 wp 0.25. I wonder if there is a standard way to deal with this, my initial thought was to incorportate the probabilities with some kind of weighting strategy (maybe some adaptation of fweights or pweights in stata), but I am not sure if this is a common problem an/or solution.

Any help or suggested references would be greatly appreciated.

Kindest regards and many thanks

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