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Instrumental variables, bootstrapping, and generalized linear models

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Author Info

  • James W. Hardin

    (Arnold School of Public Health, University of South Carolina)

  • Henrik Schmeidiche

    (Department of Statistics, Texas A&M University)

  • Raymond J. Carroll

    (Department of Statistics, Texas A&M University)

Registered author(s):

    Abstract

    This paper discusses and illustrates the qvf command for fitting generalized linear models. The differences between this new command and StataÕs glm command are highlighted. One of the most notable features of the qvf command is its ability to include instrumental variables. This functionality was added specifically to address measurement error but may be utilized by the user for other purposes. The qvf command was developed in the C-language using StataÕs new plugin features and executes much faster than the glm ado-file. Copyright 2003 by StataCorp LP.

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    Bibliographic Info

    Article provided by StataCorp LP in its journal Stata Journal.

    Volume (Year): 3 (2003)
    Issue (Month): 4 (December)
    Pages: 351-360

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    Handle: RePEc:tsj:stataj:v:3:y:2003:i:4:p:351-360

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    Related research

    Keywords: measurement error; instrumental variables; MurphyÐTopel; bootstrap; generalized linear models;

    References

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    1. Joseph Hilbe, 1993. "Generalized linear models," Stata Technical Bulletin, StataCorp LP, vol. 2(11).
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    Citations

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    Cited by:
    1. John Cawley & Chad Meyerhoefer, 2010. "The Medical Care Costs of Obesity: An Instrumental Variables Approach," NBER Working Papers 16467, National Bureau of Economic Research, Inc.
    2. Megha Mukim, 2011. "Industry and the urge to cluster: a study of the informal sector in India," LSE Research Online Documents on Economics 33592, London School of Economics and Political Science, LSE Library.
    3. Wagstaff, Adam & Lindelow, Magnus, 2008. "Can insurance increase financial risk?: The curious case of health insurance in China," Journal of Health Economics, Elsevier, vol. 27(4), pages 990-1005, July.
    4. Raul Caruso & Ilaria Petrarca & Roberto Ricciuti, 2014. "Climate Change, Rice Crops and Violence. Evidence from Indonesia," CESifo Working Paper Series 4665, CESifo Group Munich.
    5. Kaushal, N., 2007. "Do food stamps cause obesity?: Evidence from immigrant experience," Journal of Health Economics, Elsevier, vol. 26(5), pages 968-991, September.
    6. Koster, Hans R.A. & van Ommeren, Jos & Rietveld, Piet, 2014. "Estimation of semiparametric sorting models: Explaining geographical concentration of business services," Regional Science and Urban Economics, Elsevier, vol. 44(C), pages 14-28.
    7. Rahaman, Mohammad M., 2014. "Do managerial behaviors trigger firm exit? The case of hyperactive bidders," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 92-110.

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