Archive for August, 2006
Estimated dependent variable regression
In a recent Political Analysis special issue (Volume 13 Number 1, Winter 2005) there is the suggestion of estimating “two level models” for cross-country survey data in two steps. Where the first step is a within country regression and the second steps regresses the estimated coefficients of the first step (say, the intercepts) on country level covariates.
Jeff Lewis kindly provided me his ancient (2000) stata code and I corrected a very small bug and included an option for Borjas weights.
Jeff Lewis and Linzer article:
Lewis, J.B. & Linzer, D.A. Estimating Regression Models in Which the Dependent Variable Is Based on Estimates Political Analysis, 2005
and the (very similar) Borjas weights used in my article (with John Huber and Georgia Kernell) in the same issue:
Huber, J.D.; Kernell, G. & Leoni, E.L. Institutional Context, Cognitive Resources and Party Attachments Across Democracies Political Analysis, 2005, 13, 365-386
See also
Borjas, G.J. & Sueyoshi, G.T. A two-stage estimator for probit models with structural group effects Journal of Econometrics, 1994, 64, 165-182
Hanushek, E.A. Efficient Estimators for Regressing Regression Coefficients American Statistician, 1974, 28, 66-67
[edit 3/27/2007: fixed links]
stata example using simulated data
Comments are off for this postDotplots for Regression tables
Continuing our project on tables to graphs, I am writing a function with the objective of taking the regression table where multiple models are displayed and turning it into a graph.
The way it is set up right now is as follows. The user supplies a list with the estimates, and (possibly two) confidence intervals. I will write a function that gets these values from regression models for the user convenience.
Vdotplot(Y,label.x=label.vec.model)
1 comment