Instrumental variables, bootstrapping, and generalized linear models

James W. Hardin, Henrik Schmeidiche and Raymond J. Carroll
Additional contact information
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

Stata Journal, 2003, vol. 3, issue 4, 351-360

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.

Keywords: measurement error; instrumental variables; MurphyÐTopel; bootstrap; generalized linear models (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (26)

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