S4E03 Two-Stage Least Squares Strikes Back
Quantitude
00:00
Regression, Measurement Error, and Latent Variables
The econometrics world has ignored stuff that we have, right? In our world, we talk a ton about measurement error and latent variables. And so it feels like there is this union waiting to happen between the two worlds. Boland woke up one morning and said, Oh, damn, I got an idea. That's where we're going to go into two stage Lee Squares for SEM.
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