IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator

David Benson, Matthew Masten and Alexander Torgovitsky

Statistical Software Components from Boston College Department of Economics

Abstract: This Stata module implements the instrumental variables correlated random coefficients estimator, described in Benson, Masten, and Torgovitsky (2020), which was proposed in Masten and Torgovitsky (Rev. Econ. Stat., 2016) and analyzed in more detail in Masten and Torgovitsky (Cemmap, 2014). The linear CRC model is a generalization of the standard linear IV model that allows for endogenous, multivalued treatments and unobserved heterogeneity in treatment effects. ivcrc allows for flexible functional forms and permits instruments that may be binary, discrete, or continuous. The module also allows users to estimate varying coefficient models, which are closely related in structure.

Language: Stata
Requires: Stata version 8
Keywords: instrumental variables; correlated random coefficients (search for similar items in EconPapers)
Date: 2020-06-11, Revised 2022-12-06
Note: This module should be installed from within Stata by typing "ssc install ivcrc". 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/ivcrc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_ivcrc_estimator.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivcrc.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458797

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