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st: RE: RE: eivreg and deming


From   "Hollis,Michael E" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: eivreg and deming
Date   Tue, 1 Jun 2010 10:39:49 -0700

In practice it's difficult in most cases to find an instrumental
variable that satisfies the requirements.  The IV must not directly
affect the dependent variable; it must be uncorrelated with the error
term; and it must have a relatively large correlation with the variable
for which it is to serve as an instrument. 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Lachenbruch,
Peter
Sent: Tuesday, June 01, 2010 9:11 AM
To: '[email protected]'
Subject: st: RE: eivreg and deming

At a seminar not long ago, an eminent statistician commented that EIV
was not very useful and led to more problems (he didn't specify what
they were) that it was worth.  Anyone else have similar experience?

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: Tuesday, June 01, 2010 2:12 AM
To: [email protected]
Subject: st: eivreg and deming

Hi
I's need to do errors in variables regression, where the errors are
heteroscedastic. A Stata user has programmed a 'deming' ado -file for
this purpose. Does anyone have experience of its use?

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