IVPERMUTE: Stata module to estimate nearly collinear robust instrumental variables regression

Alwyn Young ()
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Alwyn Young: London School of Economics

Statistical Software Components from Boston College Department of Economics

Abstract: ivpermute estimates 2SLS coefficients using formulas based upon the partitioned regression. Estimates using the partitioned regression are more robust to near collinearity among the instruments than the procedures used by Stata's command ivregress.

Language: Stata
Requires: Stata version 13.1
Keywords: instrumental variables; IV; collinearity (search for similar items in EconPapers)
Date: 2021-12-30
Note: This module should be installed from within Stata by typing "ssc install ivpermute". 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/ivpermute.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivpermute.ado program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459031

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