TESTJFE: Stata module to perform test for instrument validity in the Judge fixed effects design

Brigham Frandsen ()
Additional contact information
Brigham Frandsen: Brigham Young University

Statistical Software Components from Boston College Department of Economics

Abstract: testjfe jointly tests the exclusion and monotonicity assumptions invoked in instrumental variables estimation of treatment effects when treatment is a binary indicator and the instruments are a set of mutually exclusive dummy variables.

Language: Stata
Requires: Stata version 13 and crossfold from SSC (q.v.)
Keywords: instrumental variables; validity; instruments; fixed effects (search for similar items in EconPapers)
Date: 2020-11-19, Revised 2025-02-20
Note: This module should be installed from within Stata by typing "ssc install testjfe". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/testjfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mybspline.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/testjfe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fake_data_for_testjfe.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/e/example_testjfe.do sample do-file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458871

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().