Instrumental variables, bootstrapping, and generalized linear models
James W. Hardin
Arnold School of Public Health
University of South Carolina
Columbia, SC 29208
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Henrik Schmiediche
Department of Statistics MS-3143
Texas A&M University
College Station, TX 77843-3143
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Raymond J. Carroll
Department of Statistics MS-3143
Texas A&M University
College Station, TX 77843-3143
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Abstract. 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.
View all articles by these authors:
James W. Hardin, Henrik Schmiediche, Raymond J. Carroll
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measurement error, instrumental variables, Murphy–Topel, bootstrap, generalized linear models
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