Automating the selection of model-implied instrumental variables  

Oleh:

Bolllen, Kenneth A. ; Bauer, Daniel J.

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Sociological Methods & Research (SMR) vol. 32 no. 04 (May 2004), page 425-452.
Topik: factor analysis; Instrumental variables; metodologi; measurement
Fulltext: Bollen-425-52 - Bernard.pdf (239.05KB)

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Perpustakaan PKPM Nomor Panggil: S28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Recently, interest has grown in the use of instrumental variables (IVs) in estimating factor analysis and latent variable models such as structural equations models. Bollen (1996) suggested a two-stage least squares (2SLS) technique that makes use of model implied IVs in estimating the measurement and latent variable models. Model-implied instrumental variables are the observed variables in the model that can serve as instrumental variables in a given equation. One difficulty inhibiting the practical use of the 2SLS estimator is identifying the model-implied IVs. The authors provide a simple procedure that identifies the model-implied IVs and a computer algorithm that can easily be implemented to automate the selection of IVs for simultaneous equations, factor analysis, and latent variable models.

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