Hi,
I am trying to estimate the following latent variable model and I would
like to know how to do it in Stata:
Y = AZ + e
Z = BX + u
where Z is an individual unobserved/latent variable, Y is a vector of
variables (potential indicators of Z), X is another vector of variables
(potential causes of Z), and u and e are typical errors.
This is the standard form of the Multiple Indicator- Multiple Cause
model (MIMIC), but I do not know how should be estimated in stata. My
goal is to have a relieable estimation of B in order to use it to
calculate the latent variable Z
thanks in advance for your help
Facundo Martin
Department of Economics
University of Maryland
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