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Instrumental variables, bootstrapping, and generalized linear models

Author

Listed:
  • 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)

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.

Suggested Citation

  • James W. Hardin & Henrik Schmeidiche & Raymond J. Carroll, 2003. "Instrumental variables, bootstrapping, and generalized linear models," Stata Journal, StataCorp LP, vol. 3(4), pages 351-360, December.
    • Handle: RePEc:tsj:stataj:v:3:y:2003:i:4:p:351-360
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    References listed on IDEAS

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    1. Joseph Hilbe, 1993. "Generalized linear models," Stata Technical Bulletin, StataCorp LP, vol. 2(11).
    2. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
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