IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s459951.html

POLYREG: Stata module to perform-regression on a polychoric index with bootstrap inference that accounts for the estimated index (generated-regressor correction)

Author

Listed:
  • Yusuf Toyin Yusuf

    (Kwara State University)

Programming Language

Abstract

Wealth or socioeconomic-status indices built by polychoric principal component analysis are routinely used as regressors. The usual practice computes the index once and then treats it as data. This ignores the sampling error in the index weights (loadings and thresholds), so the reported standard errors are too small (the generated-regressor problem; Pagan 1984; Murphy and Topel 1985). polyreg builds the index with polyindex and fits the outcome model. It then bootstraps the whole procedure, optionally by cluster. In every replication, the polychoric correlations, thresholds and eigenvectors are re-estimated, the index is recomputed (and, with quantiles(), regrouped), and the outcome model is re-fitted. The bootstrap covariance matrix of the outcome-model coefficients is posted in e(V). For the index terms, the display compares bootstrap standard errors with the naive (robust or cluster) standard errors and reports their ratio.

Suggested Citation

  • Yusuf Toyin Yusuf, 2026. "POLYREG: Stata module to perform-regression on a polychoric index with bootstrap inference that accounts for the estimated index (generated-regressor correction)," Statistical Software Components S459951, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459951
    Note: This module should be installed from within Stata by typing "ssc install polyreg". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/polyreg.ado
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/polyreg.sthlp
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/polyreg_example.do
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/polyreg_cert.do
    Download Restriction: no
    ---><---

    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:boc:bocode:s459951. 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.

    We have no bibliographic references for this item. You can help adding them by using 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 (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    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.