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CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models

Donald Andrews (donald.andrews@yale.edu), Wooyoung Kim (wkim68@wisc.edu) and Xioaxia Shi (xshi@ssc.wisc.edu)
Additional contact information
Wooyoung Kim: University of Wisconsin-Madison
Xioaxia Shi: University of Wisconsin-Madison

Statistical Software Components from Boston College Department of Economics

Abstract: This package includes two commands -- cmi_test and cmi_interval -- to implement the testing and inference methods for conditional moment inequalities/equalities models proposed in Andrews and Shi (2013). The command cmi_test tests the validity of a finite number of conditional moment equalities and/or inequalities. The command cmi_interval returns the confidence interval for a one-dimensional parameter defined by intersection bounds.

Language: Stata
Requires: Stata version 11.1
Keywords: conditional moment intervals; conditional moment inequalities (search for similar items in EconPapers)
Date: 2016-02-05, Revised 2016-08-13
Note: This module should be installed from within Stata by typing "ssc install cmitest". 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/c/cmi_test.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_tes.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_te.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_t.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_test.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_interval.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_interva.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_interv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_inter.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_inte.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_int.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_in.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_i.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmi_interval.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cmitest.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/cmitest_examples.do sample do-file (text/plain)

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