Automating the Selection of Model-Implied Instrumental Variables Export

@article{bollen:bauer:2004, abstract = {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. 10.1177/0049124103260341}, author = {Bollen, Kenneth A. and Bauer, Daniel J.}, citeulike-article-id = {6081497}, citeulike-linkout-0 = {http://dx.doi.org/10.1177/0049124103260341}, citeulike-linkout-1 = {http://smr.sagepub.com/content/32/4/425.abstract}, citeulike-linkout-2 = {http://smr.sagepub.com/content/32/4/425.full.pdf}, day = {1}, doi = {10.1177/0049124103260341}, journal = {Sociological Methods Research}, keywords = {instrumental\_variable, multivariate}, month = {May}, number = {4}, pages = {425--452}, posted-at = {2009-11-09 07:43:36}, priority = {2}, title = {Automating the Selection of Model-Implied Instrumental Variables}, url = {http://dx.doi.org/10.1177/0049124103260341}, volume = {32}, year = {2004} }

TY - JOUR ID - bollen:bauer:2004 L3 - citeulike-article-id:6081497 N2 - 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. 10.1177/0049124103260341 IS - 4 JF - Sociological Methods Research EP - 452 TI - Automating the Selection of Model-Implied Instrumental Variables VL - 32 SP - 425 KW - instrumental_variable KW - multivariate AU - Bollen, Kenneth AU - Bauer, Daniel PY - 2004/05/01/ UR - http://dx.doi.org/10.1177/0049124103260341 ER -