IVOLSDEC: Stata module to produce decomposition of the IV-OLS coefficient gap

Shoya Ishimaru

Statistical Software Components from Boston College Department of Economics

Abstract: ivolsdec performs a decomposition of the IV-OLS coefficient gap suggested by Ishimaru (arXiv, 2021). This decomposition accounts for nonlinearity and observed heterogeneity in a relation between the outcome variable and the treatment variable, generalizing the one suggested by Lochner and Moretti (Rev.Ec.Stat., 2015).

Language: Stata
Requires: Stata version 12.1
Keywords: estimation; IV; OLS; coefficient gap (search for similar items in EconPapers)
Date: 2021-11-01, Revised 2022-11-21
Note: This module should be installed from within Stata by typing "ssc install ivolsdec". 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/ivolsdec.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivolsdec.sthlp help file (text/plain)

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