CDDENS: Stata module to estimate a Density under Measurement Error using Auxiliary Information

Nikolas Mittag

Statistical Software Components from Boston College Department of Economics

Abstract: cddens consistently estimates the density of a variable that is only observed with error using parameter estimates of the conditional density of the true value given the observed value. It can also be used to generate a set of random draws from the density in order to estimate models that include the mismeasured variable.

Language: Stata
Requires: Stata version 10
Keywords: density estimation; measurement error; auxiliary information (search for similar items in EconPapers)
Date: 2013-06-03
Note: This module should be installed from within Stata by typing "ssc install cddens". 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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http://fmwww.bc.edu/repec/bocode/c/cddens.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cddens.sthlp help file (text/plain)

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