miivfind: A command for identifying model-implied instrumental variables for structural equation models in Stata
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.
View all articles by this author:
Shawn Bauldry
View all articles with these keywords:
miivfind, structural equation models, instrumental-variable estimators, model-implied instrumental variables
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