Instrumental variables, bootstrapping, and generalized linear models

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.


Issue Date:
2003
Publication Type:
Journal Article
DOI and Other Identifiers:
st0049 (Other)
PURL Identifier:
http://purl.umn.edu/116178
Published in:
Stata Journal, Volume 03, Number 4
Page range:
351-360
Total Pages:
10

Record appears in:



 Record created 2017-04-01, last modified 2017-08-26

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)