
grf
 Referenced in 20 articles
[sw27871]
 treatment effect estimation (optionally using instrumental variables). This package is currently in beta...

Formula
 Referenced in 18 articles
[sw23410]
 models with two or more sets of variables, e.g., different equations for different model parameters ... dispersion), regressors and instruments in instrumental variable regressions, twopart models such as hurdle models...

ADE4
 Referenced in 8 articles
[sw14077]
 methods like principal component analysis on instrumental variables, canonical correspondence analysis and many other variants...

CBPS
 Referenced in 6 articles
[sw17528]
 treatments with three and fourvalued treatment variables, continuousvalued treatments from Fong, Hazlett ... including the generalization of experimental and instrumental variable estimates. Recently add the optimal CBPS which...

rcal
 Referenced in 6 articles
[sw37357]
 proxies, and measurement error estimated by instrumental variables. The discussion focuses on software developed...

ivregress
 Referenced in 5 articles
[sw31997]
 Stata ivregress: ivregress  Singleequation instrumentalvariables regression...

boottest
 Referenced in 5 articles
[sw37419]
 been extended to models estimated by instrumental variables and maximum likelihood and to ones where ... clusters, few treated clusters, or weak instruments. The package boottest can perform a wide variety...

dagitty
 Referenced in 5 articles
[sw16593]
 sets for estimating causal effects, enumerates instrumental variables, derives testable implications (dseparation and vanishing...

lfe
 Referenced in 4 articles
[sw26553]
 pure control variables. Includes support for instrumental variables, conditional F statistics for weak instruments, robust...

bpbounds
 Referenced in 2 articles
[sw37356]
 causal effect in a binary instrumentalvariable model. Instrumental variables can be used to make ... each case, we calculate the instrumentalvariable inequality constraints as a check for gross violations ... instrumentalvariable conditions. The use of the commands is illustrated with a recreation ... simulated example to demonstrate that the instrumentalvariable inequality constraints can both detect and fail...

hdm
 Referenced in 4 articles
[sw21313]
 with nonGaussian errors and for instrumental variable (IV) and treatment effect estimation...

ivmodel
 Referenced in 2 articles
[sw31995]
 Statistical Inference and Sensitivity Analysis for Instrumental Variables Model. Carries out instrumental variable estimation...

riv
 Referenced in 2 articles
[sw30114]
 package riv: Robust Instrumental Variables Estimator. Finds a robust instrumental variables estimator using a high...

QPBB
 Referenced in 2 articles
[sw31774]
 branchandbound algorithm for instrumental variable quantile regression. This paper studies a statistical problem ... called instrumental variable quantile regression (IVQR). We model IVQR as a convex quadratic program with...

reghdfe
 Referenced in 2 articles
[sw37474]
 Stata module to perform linear or instrumentalvariable regression absorbing any number of highdimensional ... effects. reghdfe fits a linear or instrumentalvariable regression absorbing an arbitrary number of categorical...

lava
 Referenced in 3 articles
[sw11263]
 package for specifying and estimating linear latent variable models is presented. The philosophy ... with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation interface...

naivereg
 Referenced in 1 article
[sw36604]
 package naivereg: Nonparametric Additive Instrumental Variable Estimator and Related IV Methods. In empirical studies, instrumental ... methods post instrument selection, logisticregression instrumental variables estimator (LIVE, for dummy endogenous variable problem ... doubleselection plus instrumental variable estimator (DSIV) and double selection plus logistic regression instrumental ... Zhong, ”Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective” (2018), Journal of Business...

robivreg
 Referenced in 1 article
[sw37461]
 robust instrumentalvariables estimator. The classical instrumentalvariables estimator is extremely sensitive to the presence ... given regressor on the dependent variable. Although outlier diagnostics exist, they frequently fail to detect ... first and second stages of the instrumentalvariables estimator. In this article, we present ... robust instrumentalvariables estimator, initially proposed by Cohen Freue, OrtizMolina, and Zamar (2011, Working...

miivfind
 Referenced in 1 article
[sw14635]
 command for identifying modelimplied instrumental variables for structural equation models in Stata. This article ... find the modelimplied instrumental variables (MIIVs) from an identified structural equation model. MIIVs allow ... researchers to draw on instrumentalvariable estimators, such as twostage leastsquares estimators ... alternative class of estimators, instrumentalvariable estimators, to the standard maximumlikelihood and asymptoticdistribution...

ivqte
 Referenced in 1 article
[sw37478]
 effects with either exogenous or endogenous treatment variables. The introduced ivqte command covers four different ... heteroskedasticity consistent standard errors; the instrumentalvariable quantile regression estimator of Abadie, Angrist, and Imbens ... Econometrica 75: 259–276); and the instrumentalvariable estimator for unconditional quantile treatment effects proposed ... discussion paper 3288). The implemented instrumentalvariable procedures estimate the causal effects for the subpopulation...