PARIV: Stata module to perform 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: pariv fits a partitioned 2SLS regression that is more robust to near collinearity than existing Stata 2SLS commands.

Language: Stata
Requires: Stata version 13.1
Keywords: instrumental variables; robust; collinearity (search for similar items in EconPapers)
Date: 2022-07-22, Revised 2024-01-30
Note: This module should be installed from within Stata by typing "ssc install pariv". 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/p/pariv.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pariv.ado program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459102

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