EBA: Stata module to perform extreme bound analysis
Gregorio Impavido ()
Statistical Software Components from Boston College Department of Economics
Abstract:
eba Performs the Extreme Bound Analysis on the regressor "var2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser. For given a dependent variable "var1", and a set of regressors "var2", Z and X. The program runs n!/(k!(n-k)!) OLS regressions by taking combinations of k Z variables among the n listed. It then displays minimum and maximum parameter estimates for "var2" together with their t-statistics, p-value and Z variables used. This is version 1.2 of the software.
Language: Stata
Date: 1998-06-26
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http://fmwww.bc.edu/repec/bocode/e/eba.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/eba.hlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s347401
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