Generalized 2SLS procedure for Stata

Nicolás Suárez Chavarría

2023 Stata Conference from Stata Users Group

Abstract: In this presentation, I implement code to run the generalized 2SLS procedure to estimate peer effects described in Bramoullé, Djebbari, and Fortin (2009). Identification of peer effects through social networks. Journal of econometrics, 150(1), 41-55. With this, we can estimate peer-effects models in Stata very easily; we just need to define an adjacency matrix in Mata, define our dependent variable and our exogenous variables, and then just run the regression. The program returns the standard display of a regression command with coefficients, standard errors, p-values, and so on for our endogenous and exogenous effects, and all these coefficients are also stored in e() to be used after with other postestimation commands. The program also allows us to row-normalize our adjacency matrix and to add group-level fixed effects.

Date: 2023-07-29
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http://repec.org/usug2023/US23_Suarez_Chavarria.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug23:05

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