EconPapers    
Economics at your fingertips  
 

RRP: Stata module to compute Rescaled Regression Prediction (RRP) using two samples

Stavros Poupakis ()

Statistical Software Components from Boston College Department of Economics

Abstract: rrp implements a Rescaled Regression Prediction (RRP) using two samples in two steps. First it creates a new variable, by imputing the dependent variable in the current sample, using the stored first-stage regression, fitted in the sample that contains the dependent variable and the proxies. The samples can be in different datasets or can be appended, indexed by a sample identifier. The command requires the proxy variables in the two samples (first-stage regression and in proxies()) to have the same name (order does not matter). The user needs to correctly input the partial R-squared (see example). The command returns the results of the second-stage regression and creates the new imputed variable.

Language: Stata
Requires: Stata version 8
Keywords: regression; scaling; proxy variable (search for similar items in EconPapers)
Date: 2022-08-07
Note: This module should be installed from within Stata by typing "ssc install rrp". 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: Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rrp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rrp.sthlp help file (text/plain)

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:s459111

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 ().

 
Page updated 2023-02-01
Handle: RePEc:boc:bocode:s459111