POSW_POSIS: Stata module to implement the partialling-out estimator based on iterative sure independence screening

David Drukker and Di Liu ()
Additional contact information
Di Liu: StataCorp

Statistical Software Components from Boston College Department of Economics

Abstract: posis implements the partialling-out estimator based on iterative sure independence screening. posw implements the Partialling-out estimator based on stepwise-BIC or stepwise-testing.

Language: Stata
Requires: Stata version 16
Keywords: partialling-out; Neyman orthogonal estimators; stepwise methods (search for similar items in EconPapers)
Date: 2023-04-25, Revised 2023-05-04
Note: This module should be installed from within Stata by typing "ssc install posw_posis". 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/p/posis.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/posis.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/posw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/posw.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/isis.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/isis.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pocvsw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poswbic_gmm_logit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poswbic_gmm_pois.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stepbic.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/steptest.ado program code (text/plain)
http://repec.org/bocode/p/posis.pdf documentation (application/pdf)
http://repec.org/bocode/p/posw.pdf documentation (application/pdf)

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