IGESET: Stata module to estimate intergenerational income elasticities (IGEs) with a single set of instruments

Pablo Mitnik

Statistical Software Components from Boston College Department of Economics

Abstract: igeset estimates IGEs of children's income with respect to parental income. To estimate the lower bound, igeset uses an estimator assumed to be affected by attenuation bias given the parental information available (i.e., a short-run instead of a long-run parental-income measure). To estimate the upper bound, igeset uses an instrumental-variable estimator and one (and only one) set of invalid instruments assumed to be positively correlated with the error term of the population regression function of interest. The estimated IGE may be the IGE of the expectation or the IGE of the geometric mean.

Language: Stata
Requires: Stata version 13
Keywords: intergenerational income elasticities; bounds; confidence intervals; instrumental variables (search for similar items in EconPapers)
Date: 2019-10-18
Note: This module should be installed from within Stata by typing "ssc install igeset". 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/i/igeset.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nligeset.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/igeset.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/igeset_data.dta sample data file (application/x-stata)

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