EBREG: Stata module to compute Robust Empirical Bayes Confidence Intervals

Timothy Armstrong, Michal Kolesár (), Mikkel Plagborg-Moller and Luther Yap ()
Additional contact information
Michal Kolesár: Department of Economics, Princeton University
Luther Yap: Department of Economics, Princeton University

Statistical Software Components from Boston College Department of Economics

Abstract: This Stata package implements robust empirical Bayes confidence intervals from Armstrong, Kolesár, and Plagborg-Møller (2021) by shrinking preliminary estimates toward a regression line.

Language: Stata
Requires: Stata version 15 and moremata from SSC (q.v.)
Keywords: empirical Bayes; confidence intervals (search for similar items in EconPapers)
Date: 2021-10-16
Note: This module should be installed from within Stata by typing "ssc install ebreg". 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/e/ebreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ebreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cz.dta sample data file (application/x-stata)

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:s459007

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 ().