I am trying to learn latent class models. I don't know much about them. I'm trying to figure out how to use GSEM in stata. In particular, I can estimate the first stage analyses.
I understand these classes are based on latent (unobservable) variables. Let's say I am estimating the following simple model:
Y = b1x1 + b2x2 + e
Let's say that I want to estimate b1 and b2 for 10 different classes. So that means that I will get 10 b1 coefficients and 10 b2 coefficients (one for each class). Is there a way to identify the observations in each class? Is that question silly/unanswerable? I understand the classes are unobservable, but I am wondering if I could somehow use GSEM to identify the classes.
Ultimately, what I want to do is the following. Let's say I have 10 coefficients for b1. Let's say that there are 100 observations with each b1. I want to identify which observations in the sample have which b1 coefficients. Then, I want to estimate regressions of these b1 coefficients against other variables to see if I can find in which way other firm characteristics are related to the differences in the 10 b1 coefficients. Does that make sense?
Thanks!
Related Posts with GSEM identify latent classes
Two-Way CoefplotI am running 40 regressions. In each regression I regress an indicator for having price at least as …
Fama MacBeth RegressionHello, I am using Fama MacBeth regression to estimate macro economic impact on PE returns. I have pr…
Panel Ordered Logistic Regression with FE/REHi everyone. first english is not my mother launage, so please understand here`s my question Now …
Fama MacBeth RegressionHello, I want to run Fama MacBeth Regression and see if changes in macro economy affects PE industry…
Margins Command after Mixed Linear Model with Interaction Term / Guidelines to Marginal EffectsI'm using mixed in Stata 15.1 to analyze a change in my variables at two time points. The data were …
Subscribe to:
Post Comments (Atom)
0 Response to GSEM identify latent classes
Post a Comment