Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: ordered logistic regression with endogenous variable |
Date | Thu, 11 Oct 2012 13:10:46 -0400 |
On Thu, Oct 11, 2012 at 12:38 PM, Anat (Manes) Tchetchik <anatmanes@gmail.com> wrote: > 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? That's not too bad in terms of skew, but you could have important subgroups be skewed, so if for instance males are really positive on the measure and females are really negative, the overall measure might appear symmetric but not be at the level you want to analyze. You will get some attenuation of statistical power due to the coarse response scale. You can try running an ordinary estimator, but if you notice problems with the residuals, I'd switch to -gllamm- for an ordinal probit model, or -gmm-. Specifying the model for either is not a trivial matter, though, so I totally understand the desire to work with a linear estimator! * * 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/