IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v3y2003i4p351-360.html

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 LLC, vol. 3(4), pages 351-360, December.
    • Handle: RePEc:tsj:stataj:v:3:y:2003:i:4:p:351-360
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/software/sj3-4/st0049/
    Download Restriction: no
    File URL: http://www.stata-journal.com/sjpdf.html?articlenum=st0049
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Joseph Hilbe, 1993. "Generalized linear models," Stata Technical Bulletin, StataCorp LLC, 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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vredin Johansson, Maria & Heldt, Tobias & Johansson, Per, 2006. "The effects of attitudes and personality traits on mode choice," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(6), pages 507-525, July.
    2. Adele Bergin, 2015. "Employer Changes and Wage Changes: Estimation with Measurement Error in a Binary Variable," LABOUR, CEIS, vol. 29(2), pages 194-223, June.
    3. Fernando Rios-Avila & Gustavo Canavire-Bacarreza, 2018. "Standard-error correction in two-stage optimization models: A quasi–maximum likelihood estimation approach," Stata Journal, StataCorp LLC, vol. 18(1), pages 206-222, March.
    4. Ana Nuevo-Chiquero, 2014. "Out-of-Wedlock Fertility, Post-Pregnancy Choices and Contraceptive Usage," Working Papers 2014009, The University of Sheffield, Department of Economics.
    5. Allais, Olivier & Etilé, Fabrice & Lecocq, Sébastien, 2015. "Mandatory labels, taxes and market forces: An empirical evaluation of fat policies," Journal of Health Economics, Elsevier, vol. 43(C), pages 27-44.
    6. Hyojoung Kim & Doyoung Kim & Subin Im & James W. Hardin, 2009. "Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 343-366, June.
    7. Richard Harris & John Moffat, 2011. "R&D, Innovation and Exporting," SERC Discussion Papers 0073, Centre for Economic Performance, LSE.
    8. Baron, Opher & Callen, Jeffrey L. & Segal, Dan, 2023. "Does the bullwhip matter economically? A cross-sectional firm-level analysis," International Journal of Production Economics, Elsevier, vol. 259(C).
    9. Trottmann, Maria & Zweifel, Peter & Beck, Konstantin, 2012. "Supply-side and demand-side cost sharing in deregulated social health insurance: Which is more effective?," Journal of Health Economics, Elsevier, vol. 31(1), pages 231-242.
    10. Kjetil Telle, 2004. "Effects of inspections on plants' regulatory and environmental performance - evidence from Norwegian manufacturing industries," Discussion Papers 381, Statistics Norway, Research Department.
    11. Craig Pirrong, 1996. "Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 519-543, August.
    12. Emilio Depetris-Chauvin & Ömer Özak, 2020. "The origins of the division of labor in pre-industrial times," Journal of Economic Growth, Springer, vol. 25(3), pages 297-340, September.
    13. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    14. Lammertjan Dam & Michael Koetter, 2011. "Bank bailouts, interventions, and moral hazard," Proceedings 1131, Federal Reserve Bank of Chicago.
    15. Kim Kyoo il & Petrin Amil, 2022. "A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 91-125, January.
    16. Aysit Tansel & H. Mehmet Taşçı, 2010. "Hazard Analysis of Unemployment Duration by Gender in a Developing Country: The Case of Turkey," LABOUR, CEIS, vol. 24(4), pages 501-530, December.
    17. Joshua K. Hausman, 2016. "Fiscal Policy and Economic Recovery: The Case of the 1936 Veterans' Bonus," American Economic Review, American Economic Association, vol. 106(4), pages 1100-1143, April.
    18. Tauchmann, Harald & Göhlmann, Silja & Requate, Till & Schmidt, Christoph M., 2007. "Tobacco and Alcohol: Complements or Substitutes? – A Structural Model Approach," Ruhr Economic Papers 34, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    19. Weihua Guan & Roberto G. Gutierrez, 2002. "Programmable GLM: Two user-defined links," Stata Journal, StataCorp LLC, vol. 2(4), pages 378-390, November.
    20. Hui Li & Yijin Kim & Kannan Srinivasan, 2022. "Market Shifts in the Sharing Economy: The Impact of Airbnb on Housing Rentals," Management Science, INFORMS, vol. 68(11), pages 8015-8044, November.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:3:y:2003:i:4:p:351-360. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.