KINKYREG: Stata module to perform kinky least squares estimation and inference

Sebastian Kripfganz and Jan Kiviet

Statistical Software Components from Boston College Department of Economics

Abstract: kinkyreg implements the kinky least squares (KLS) estimator proposed by Kiviet (J. Econometrics, 2020). The estimates are graphically compared to the instrumental variables (IV) / two-stage least squares (2SLS) estimator; see ivregress.

Language: Stata
Requires: Stata version 13
Keywords: kinky least squares; IV; 2SLS; instruments; identification (search for similar items in EconPapers)
Date: 2020-09-12, Revised 2021-03-16
Note: This module should be installed from within Stata by typing "ssc install kinkyreg". 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/k/kinkyreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg2dta.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg2dta.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kinkyreg_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lkinkyreg.mlib Mata object library (application/x-stata)

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