PLAUSEXOG: Stata module to implement Conley et al's plausibly exogenous bounds

Damian Clarke

Statistical Software Components from Boston College Department of Economics

Abstract: plausexog implements Conley et al.'s (Rev.Ec.Stat., 2012) 'plausibly exogenous' bound estimation in Stata. This allows for statistical inference when a researcher believes that a potential instrumental variable (IV) may be 'close to', but not necessarily precisely, exogenous. This package implements a number of methods described by Conley et al., allowing for the relaxation of the traditional exclusion restriction in IV methods. This extends the original Conley et al. code to deal with graphing and a wide range of data scenarios in Stata.

Language: Stata
Requires: Stata version 11 and mvtnorm from SSC (q.v.)
Keywords: exogeneity; instrumental variables; Conley; Hansen; Rossi (search for similar items in EconPapers)
Date: 2014-05-11, Revised 2020-07-08
Note: This module should be installed from within Stata by typing "ssc install plausexog". 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.
References: Add references at CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/plausexog.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/plausexog.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/Conleyetal2012.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457832

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