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From | "Anat (Manes) Tchetchik" <anatmanes@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: ordered logistic regression with endogenous variable |
Date | Thu, 11 Oct 2012 18:38:41 +0200 |
Hi Jay, It is a 5 categories var. however not symmetric (i.e. value 1 appears 10%, 2 appears 11%, 3- 22% , 4-27% and 5- 31%) so it doesn't fit into the IV estimator, shell I run gmm? On Thu, Oct 11, 2012 at 3:26 PM, JVerkuilen (Gmail) <jvverkuilen@gmail.com> wrote: > On Thu, Oct 11, 2012 at 7:02 AM, Anat (Manes) Tchetchik > <anatmanes@gmail.com> wrote: >> Dear Statalisters, >> I have a categorical (ranked ordered) dependent var. is there a way to >> estimate such a model with IVs for endogenous covariate? > > How coarse is the ordinal variable? If it's got 10 categories or so > and is reasonably centered and symmetric (the last part is crucial) > you can get away with assuming it's continuous and just using an > estimator for instrumental variables. You can probably get away with > it even down to 5 categories, though you'll have some attenuation due > to the discrete response. > > If it's got 3 points, is skewed or near the boundary of the response > space, you're likely to run into trouble, but if you are intrepid you > can use -gllamm- or -gmm- to get an estimate. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Anat Tchetchik, PhD Department of Hotel and Tourism Management Guilford Glazer Faculty of Business and Management Ben-Gurion University of the Negev P.O.Box: 653 Beer-Sheva, Israel, 84105 E-mail: anat@som.bgu.ac.il Phone 972-(0)8-6479735 Fax: 972-(0)8-6472920 Web: http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/