IMPERFECTIV: Stata module to estimate bounds with "Imperfect Instrumental Variables" (Nevo and Rosen, 2012)

Benjamín Matta () and Damian Clarke
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Benjamín Matta: Department of Economics, Universidad de Santiago de Chile

Statistical Software Components from Boston College Department of Economics

Abstract: imperfectiv estimates bounds using "Imperfect Instrumental Variables" (IIV) as developed by Nevo and Rosen (R.E.Stat, 2012). This allows for inference based on instrumental variable estimates, however, with weaker assumptions than instrumental exogeneity. Namely, the exogeneity assumption of typical IV estimates is replaced with an assumption about the sign of the correlation between the instrument and unobservables.

Language: Stata
Requires: Stata version 8
Keywords: instrumental variables; bounds; exogeneity (search for similar items in EconPapers)
Date: 2017-06-26, Revised 2019-01-06
Note: This module should be installed from within Stata by typing "ssc install imperfectiv". 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/imperfectiv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/imperfectiv.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/NevoRosen2012.dta sample data file (application/x-stata)

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