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The Stata Journal
Volume 14 Number 1: pp. 60-75

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miivfind: A command for identifying model-implied instrumental variables for structural equation models in Stata

Shawn Bauldry
University of Alabama at Birmingham
Birmingham, AL
Abstract.  This article presents a new Stata command, miivfind, that implements an algorithm developed by Bollen and Bauer (2004, Sociological Methods and Research 32: 425–452) to find the model-implied instrumental variables (MIIVs) from an identified structural equation model. MIIVs allow researchers to draw on instrumental-variable estimators, such as two-stage least-squares estimators, to obtain estimates for the parameters of a hypothesized structural equation model. It can be difficult to identify MIIVs by inspection of either a diagram of the model or the model equations. Two examples are provided that illustrate the use of miivfind to identify MIIVs and some of the advantages of a MIIV estimator as compared with a maximum likelihood estimator. By assisting in the process of finding MIIVs, miivfind facilitates the use of an alternative class of estimators, instrumental-variable estimators, to the standard maximum-likelihood and asymptotic-distribution free estimators available for structural equation models.
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