SSCI: Stata module to compute Short and Simple Confidence Interval

Chad Brown (), Philipp Ketz and Adam McCloskey
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Chad Brown: Department of Economics, University of Colorado

Statistical Software Components from Boston College Department of Economics

Abstract: ssci constructs adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters are bounded from below or above, following Ketz and McCloskey (2021). The program uses the last estimation output and user-specified lists of nuisance parameters that are either bounded from below or from above.

Language: Stata
Requires: Stata version 12
Keywords: confidence intervals; nuisance parameters; bounds (search for similar items in EconPapers)
Date: 2021-08-22
Note: This module should be installed from within Stata by typing "ssc install ssci". 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/s/ssci.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/ssci.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458986

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