IVCHECK: Stata module to choose between OLS and contaminated IV

Anirban Basu

Statistical Software Components from Boston College Department of Economics

Abstract: ivcheck produces a phase diagram that can be used to assess the question whether the mean squared estimation error with IVs will be larger than that from OLS given the data at hand. Specifically, given a reasonable lower bound for the OLS bias, one can confirm whether the IV at hand can produce a better estimate (i.e. with lower bias) of the true effect parameter than the OLS, without knowing the true level of contamination in the IV.

Language: Stata
Requires: Stata version 10
Keywords: instrumental variables; OLS; bias; contamination (search for similar items in EconPapers)
Date: 2014-05-17
Note: This module should be installed from within Stata by typing "ssc install ivcheck". 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/i/ivcheck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivcheck.sthlp help file (text/plain)

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