Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | <Risto.Herrala@bof.fi> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: eivreg and deming |
| Date | Wed, 2 Jun 2010 09:11:18 +0300 |
Thanks a lot for all the comments! I am afraid that my application is a bit non-standard, which may mean that I have gotten off the track somewhere. But the responses made me see some links with other approaches. I am using a two-step approach. In the first stage I estimate a behavioral constraint econometrically (by stochastic frontier analysis) to get an expected value and an error variance of the constraint. In the second stage I want to estimate the effect of the constraint on behavior. My idea is to use the fitted value from the first stage equation as an imperfect measurement of the constraint, and its variance as the measurement error. I am currently trying to figure out whether I am on the right track, From what you tell me I get that eivreg might do the job, and if heteroscedasticity is a problem, the I can use bootstrapping techniques -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis Sent: 1. kesäkuuta 2010 22:46 To: statalist@hsphsun2.harvard.edu Subject: Re: st: eivreg and deming Hi: If your independent variables are exogenous, but badly measured that eivreg will do the job fine. You can bootstrap the SE if they are heteroscedastic. Best, J. ____________________________________________________ Prof. John Antonakis, Associate Dean Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 01.06.2010 11:12, Risto.Herrala@bof.fi wrote: > 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? > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/