UEVE: Stata module to compute unbiased errors-in-variables estimator and variants from grouped data

Aliaksandr Amialchuk

Statistical Software Components from Boston College Department of Economics

Abstract: ueve fits a linear regression using one of three estimators for grouped data: Devereux (2007) errors-in-variables estimator that is approximately unbiased (UEVE); Deaton (1985) errors-in-variables estimator (EVE) that was shown to be equivalent to Jackknife Instrumental Variable Estimator in Devereux (2007); and Efficient Wald estimator (EWALD) (Angrist 1991).

Language: Stata
Requires: Stata version 10.0
Keywords: errors-in-variables; regression; grouped data; Devereux; Deaton; Angrist (search for similar items in EconPapers)
Date: 2009-03-13
Note: This module may be installed from within Stata by typing "ssc install ueve". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/u/ueve.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/u/ueve.sthlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457015

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