IVBOUNDS: Stata module providing instrumental variable method to bound treatment-effects estimates with potentially misreported and endogenous program participation

Andy Lin (), Denni Tommasi and Lina Zhang
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Andy Lin: Institute for Digital Research and Education

Statistical Software Components from Boston College Department of Economics

Abstract: ivbounds provides an estimate of the bounds of the average causal effect for compliers (Imbens and Angrist, 1994) when both noncompliance and misreporting of treatment status are present. The approach follows the estimation procedure developed in Tommasi and Zhang (2020). When iv(varname_iv) is binary, the command estimates the bounds of the local average treatment effect (LATE). When iv(varname_iv) is binary and covariates are included, the command estimates the bounds of the unconditional LATE (Frölich, 2007). In both cases, the estimated bounds coincide with those in Ura (2018). When iv(varname_iv) is discrete, the command estimates the bounds of the weighted average of LATEs (WLATE). When iv(varname_iv) is discrete and covariates are included, the command estimates the bounds of the conditional WLATE. In the latter case, the user must specify the number of strata to discretise the propensity score. The inference procedure follows Dehejia and Wahba (1999) and Battistin and Sianesi (2011). ivbounds assumes a binary treat(varname_t), a binary or discrete iv(varname_iv), and a continuous or discrete depvar. The bounds can be improved if external information regarding the treatment misclassification probability in treat(varname_t) is available.

Language: Stata
Requires: Stata version 13, moremata from SSC, bsweights from st0187, bs4rw from search
Keywords: treatment effect; average causal effect; LATE (search for similar items in EconPapers)
Date: 2021-06-21
Note: This module should be installed from within Stata by typing "ssc install ivbounds". 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/ivbounds.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivbounds.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivbounds_table2.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivbounds_dataset.dta sample data file (application/x-stata)

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