IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation

Christopher Baum, Denni Tommasi and Lina Zhang

Statistical Software Components from Boston College Department of Economics

Abstract: ivreg2m can be invoked to estimate the average causal effect for compliers (Imbens and Angrist, 1994) in a traditionally identified single equation when both non-compliance and misreporting of treatment status are present. The approach follows the estimation procedure developed in Calvi, Lewbel and Tommasi (JBES, 2021) and Tommasi and Zhang (IZA, 2022).

Language: Stata
Requires: Stata version 15 and ivreg2, ranktest from SSC (q.v.)
Keywords: treatment; program participation; measurement error (search for similar items in EconPapers)
Date: 2022-07-02, Revised 2024-06-04
Note: This module should be installed from within Stata by typing "ssc install ivreg2m". 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/i/ivreg2m.sthlp help file (text/plain)

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