IGESETCI: Stata module to compute confidence intervals for partially identified intergenerational income elasticities (IGEs)

Pablo Mitnik

Statistical Software Components from Boston College Department of Economics

Abstract: igesetci is a post-estimation command that computes confidence intervals for a partially identified parameter (rather than for the identified set) in contexts in which the parameter in question is the IGE of the expectation or the IGE of the geometric mean, and either (a) a set estimate of the IGE of the expectation has been produced by combining a lower-bound estimate obtained with the command poisson and an upper-bound estimate obtained with the command ivpoisson or (b) a set estimate of the IGE of the geometric mean has been produced by combining a lower-bound estimate obtained with the command regress and an upper-bound estimate obtained with the command ivregress.

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

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