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

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  • Shawn Bauldry

    (University of Alabama at Birmingham)

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. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Shawn Bauldry, 2014. "miivfind: A command for identifying model-implied instrumental variables for structural equation models in Stata," Stata Journal, StataCorp LP, vol. 14(1), pages 60-75, March.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:1:p:60-75
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    Cited by:

    1. Wissuwa, Florian & Durach, Christian F. & Choi, Thomas Y., 2022. "Selecting resilient suppliers: Supplier complexity and buyer disruption," International Journal of Production Economics, Elsevier, vol. 253(C).
    2. Shaobo Jin & Fan Yang-Wallentin & Kenneth A. Bollen, 2021. "A unified model-implied instrumental variable approach for structural equation modeling with mixed variables," Psychometrika, Springer;The Psychometric Society, vol. 86(2), pages 564-594, June.

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