• 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, two-part models such as hurdle models...
  • ADE-4

  • 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 four-valued treatment variables, continuous-valued 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 - Single-equation instrumental-variables 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 (d-separation 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 instrumental-variable model. Instrumental variables can be used to make ... each case, we calculate the instrumental-variable inequality constraints as a check for gross violations ... instrumental-variable conditions. The use of the commands is illustrated with a re-creation ... simulated example to demonstrate that the instrumental-variable inequality constraints can both detect and fail...
  • hdm

  • Referenced in 4 articles [sw21313]
  • with non-Gaussian 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]
  • branch-and-bound 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 instrumental-variable regression absorbing any number of high-dimensional ... effects. reghdfe fits a linear or instrumental-variable 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, logistic-regression instrumental variables estimator (LIVE, for dummy endogenous variable problem ... double-selection plus instrumental variable estimator (DS-IV) 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 instrumental-variables estimator. The classical instrumental-variables 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 instrumental-variables estimator. In this article, we present ... robust instrumental-variables estimator, initially proposed by Cohen Freue, Ortiz-Molina, and Zamar (2011, Working...
  • miivfind

  • Referenced in 1 article [sw14635]
  • command for identifying model-implied instrumental variables for structural equation models in Stata. This article ... 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 ... alternative class of estimators, instrumental-variable estimators, to the standard maximum-likelihood and asymptotic-distribution...
  • 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 instrumental-variable quantile regression estimator of Abadie, Angrist, and Imbens ... Econometrica 75: 259–276); and the instrumental-variable estimator for unconditional quantile treatment effects proposed ... discussion paper 3288). The implemented instrumental-variable procedures estimate the causal effects for the subpopulation...