CLRBOUND: Stata module to perform estimation and inference on intersection bounds

Victor Chernozhukov, Wooyoung Kim (), Sokbae (Simon) Lee and Adam Rosen
Additional contact information
Wooyoung Kim: University of Wisconsin-Madison

Statistical Software Components from Boston College Department of Economics

Abstract: This package includes various commands. clr2bound provides two-sided bound estimates using Bonferroni's inequality. clrbound provides a one-sided bound estimate. clrtest performs an intersection bound test of the hypothesis that a collection of lower intersection bounds is no greater than zero. clr3bound provides two-sided bound estimates by inverting clrtest.

Language: Stata
Requires: Stata version 11.2 and Jann's moremata package from SSC
Keywords: bounds; intersection bounds (search for similar items in EconPapers)
Date: 2013-08-09, Revised 2014-10-18
Note: This module should be installed from within Stata by typing "ssc install clrbound". 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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Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/clr_b.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr_k.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr_kb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr_pb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr_s.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2b.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2bo.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2bou.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2bound.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3b.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3bo.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3bou.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3boun.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3bound.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrbo.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrbou.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrboun.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrbound.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr2bound.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clr3bound.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrbound.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clrtest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/NLSY.dta sample data file (application/x-stata)

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