IVREG_SS: Stata module to compute confidence intervals, standard errors, and p-values in an IV regression in which the excluded instrumental variable has a shift-share structure

Rodrigo Adão (), Michal Kolesár (), Eduardo Morales () and Xiang Zhang ()
Additional contact information
Rodrigo Adão: Booth School of Business, University of Chicago
Michal Kolesár: Princeton University
Eduardo Morales: Princeton University
Xiang Zhang: Princeton University

Statistical Software Components from Boston College Department of Economics

Abstract: This package computes confidence intervals, standard errors, and p-values in an IV regression in which the excluded instrumental variable has a shift-share structure using procedures from Adão, Kolesár, and Morales (Quart. J. Econ., 2019).

Language: Stata
Requires: Stata version 14
Keywords: regression; instrumental variables; shift-share; standard error; inference (search for similar items in EconPapers)
Date: 2020-04-09, Revised 2024-11-16
Note: This module should be installed from within Stata by typing "ssc install ivreg_ss". 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/ivreg_ss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivreg_ss.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ADH_derived.dta sample data file (application/x-stata)

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