Instrumental variables, bootstrapping, and generalized linear models

被引：34

作者：

Hardin, James W. ^{[1
]}

Schmiediche, Henrik ^{[2
]}

Carroll, Raymond J. ^{[2
]}

机构：

[1] Univ South Carolina, Arnold Sch Publ Hlth, Columbia, SC 29208 USA

[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

来源：

STATA JOURNAL | 2003年 / 3卷 / 04期

基金：

美国国家卫生研究院;

关键词：

st0049; measurement error; instrumental variables; Murphy-Topel; bootstrap; generalized linear models;

D O I：

10.1177/1536867X0300300405

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

This paper discusses and illustrates the qvf command for fitting generalized linear models. The differences between this new command and Stata's 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 Stata's new plugin features and executes much faster than the glm ado-file.

引用

页码：351 / 360

页数：10