Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

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IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator: David Benson, Matthew Masten and Alexander Torgovitsky
IVDESC: Stata module to profile compliers and non-compliers for instrumental variable analysis: Moritz Marbach
IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg: Christopher Baum, Mark Schaffer and Steven Stillman
IVGAUSS2: Stata module to estimate two-parameter log-inverse Gaussian regression: Joseph Hilbe
IVGLOG: Stata module to estimate inverse Gaussian distribution-log link MLE model: Joseph Hilbe
IVGMM0: Stata module to perform instrumental variables via GMM: Christopher Baum and David Drukker
IVGRAVITY: Stata module containing method-of-moment IV estimators of exponential-regression models with two-way fixed effects from a cross-section of data on dyadic interactions and endogenous covariates: Koen Jochmans and Vincenzo Verardi
IVHETTEST: Stata module to perform Pagan-Hall and related heteroskedasticity tests after IV: Mark Schaffer
IVMEDIATE: Stata module to perform causal mediation analysis in instrumental-variables regressions: Christian Dippel, Andreas Ferrara and Stephan Heblich
IVOLSDEC: Stata module to produce decomposition of the IV-OLS coefficient gap: Shoya Ishimaru
IVPERMUTE: Stata module to estimate nearly collinear robust instrumental variables regression: Alwyn Young
IVPOIS: Stata module to estimate an instrumental variables Poisson regression via GMM: Austin Nichols
IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit: Joseph Harkness
IVQREG2: Stata module to provide structural quantile function estimation: J.A.F. Machado and João Santos Silva
IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation: Christopher Baum, Mark Schaffer and Steven Stillman
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments: Christopher Baum and Mark Schaffer
IVREG2HDFE: Stata module to estimate an Instrumental Variable Linear Regression Model with two High Dimensional Fixed Effects: Dany Bahar
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation: Christopher Baum, Denni Tommasi and Lina Zhang
IVREG_SS: Stata module to compute confidence intervals, standard errors, and p-values in an IV regression in which the excluded instrumental variable has a shift-share structure: Rodrigo Adão, Michal Kolesár, Eduardo Morales and Xiang Zhang
IVREGHDFE: Stata module for extended instrumental variable regressions with multiple levels of fixed effects: Sergio Correia
IVREGRESS2: Stata module to export first and second-stage results similar to ivregress: Roy Wada
IVRESET: Stata module to perform Ramsey/Pesaran-Taylor/Pagan-Hall RESET specification test after IV/GMM/OLS estimation: Mark Schaffer
IVTREATREG: Stata module to estimate binary treatment models with idiosyncratic average effect: Giovanni Cerulli
IVVIF: Stata module to report variance inflation factors after IV: David Roodman
JACCARD: Stata module to calculate Jaccard similarity or dissimilarity of sets: Nicholas Cox
JAROWINKLER: Stata module to calculate the Jaro-Winkler distance between strings: James Feigenbaum
JB6: Stata modules to perform Jarque-Bera test for normality: J. Sky David and Gregorio Impavido
JB: Stata module to perform Jarque-Bera test for normality on series: J. Sky David and Gregorio Impavido
JC: Stata module to dynamically load and call Java plugins: Philipp Cornelius
JFORMAT: Stata module to justify formats for a list of variables: Roger Newson
JMPIERCE2: Stata module to compute trend decomposition of outcome differentials: Ben Jann
JMPIERCE: Stata module to perform Juhn-Murphy-Pierce decomposition: Ben Jann
JNSN: Stata module to fit Johnson distributions: Joseph Coveney
JOHANS: Stata module to perform Johansen-Juselius ML estimates of cointegration: Patrick Joly, Ken Heinecke and Charles Morris
JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis: Tom Doan
JOINVARS: Stata module to join values of variables: Daniel Klein
JONTER: Stata module to perform Jonckheere-Terpstra test: Joseph Coveney
JOY_PLOT: Stata module to produce joy plots: Fernando Rios-Avila
JOYPLOT: Stata module to produce joyplots: Asjad Naqvi
JQTE: Stata module providing Journal Navigation Tool for Journal of Quantitative & Technological Economics: Wang Qiang
JRULE: Stata module to detect model misspecifications in SEM: Julian Aichholzer
JSONIO: Stata module for I/O operations on JSON data: Billy Buchanan
JULIA: Stata module to provide interface to Julia: David Roodman
JWDID: Stata module to estimate Difference-in-Difference models using Mundlak approach: Fernando Rios-Avila, Arne Nagengast and Yoto Yotov
KALPHA: Stata module to compute Krippendorff's Alpha-Reliability: Daniel Klein
KANOM: Stata module to estimate Krippendorff's alpha for nominal variables: Pablo Mitnik
KAPLANSKY: Stata module to graph examples of distributions of varying kurtosis: Nicholas Cox