RIDGE2SLS: Stata module to compute Two-Stage Least Squares (2SLS) Ridge & Weighted Regression

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: ridge2sls computes Two-Stage Least Squares (2SLS) Ridge & Weighted Regression. ridge2sls estimates Model Selection Diagnostic Criteria and Marginal Effects and Elasticities.

Language: Stata
Requires: Stata version 11
Keywords: Regression; 2SLS; Ridge; Two-Stage Least Squares (2SLS); Marginal Effects; Elasticities; Model Selection Diagnostic Criteria (search for similar items in EconPapers)
Date: 2013-04-20
Note: This module should be installed from within Stata by typing "ssc install ridge2sls". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/ridge2sls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridge2sls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridge2sls.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/ridge2sls.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/ridge2sls.do sample program (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457637

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