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Generalized linear models with covariate measurement error can be estimated by maximum likelihood using gllamm, a program that fits a large class of multilevel latent variable models (Rabe-Hesketh, Skrondal, and Pickles 2004). The program uses adaptive quadrature to evaluate the log likelihood,...
Persistent link: https://www.econbiz.de/10005583325
In this article, we describe a command, riskplot, aiming to provide a visual aid to assess the strength, importance, and consistency of risk factor effects. The plotted form is a dendrogram that branches out as it moves from left to right. It displays the mean of some score or the absolute risk...
Persistent link: https://www.econbiz.de/10008518211
This article describes the implementation of a double-robust estimator for pretest-posttest studies (Lunceford and Davidian, 2004, Statistics in Medicine 23: 2937-2960) and presents a new Stata command (dr) that carries out the procedure. A double-robust estimator gives the analyst two...
Persistent link: https://www.econbiz.de/10005568789
Studying behavior in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable- also known as a regime-switch variable- or in which the response variable is observed only if a particular selection condition is met. In either...
Persistent link: https://www.econbiz.de/10005748336
Item response theory models are measurement models for categorical responses. Traditionally, the models are used in educational testing, where responses to test items can be viewed as indirect measures of latent ability. The test items are scored either dichotomously (correct–incorrect) or by...
Persistent link: https://www.econbiz.de/10005748360