Instrumental variables, bootstrapping, and generalized linear models Academic Article

abstract

• This paper discusses and illustrates the qvf command for fitting generalized linear models. The differences between this new command and Statas 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 Statas new plugin features and executes much faster than the glm ado-file. Copyright 2003 by StataCorp LP.

authors

• Carroll, Raymond

published proceedings

• STATA JOURNAL

altmetric score

• 3

author list (cited authors)

• Hardin, J. W., Schmiediche, H., & Carroll, R. J.

citation count

• 12

complete list of authors

• Hardin, James W||Schmiediche, Henrik||Carroll, Raymond J

publication date

• January 2003

publisher

• SAGE Publications  Publisher

published in

• n1536-867XISSN  Journal

keywords

• Bootstrap
• Generalized Linear Models
• Instrumental Variables
• Measurement Error
• Murphy-topel
• St0049

Digital Object Identifier (DOI)

• 10.1177/1536867X0300300405

start page

• 351

end page

• 360

volume

• 3

issue

• 4

URL

• http://dx.doi.org/10.1177/1536867x0300300405