YATCHEW_TEST: Stata module to perform Yatchew (1997), de Chaisemartin, D'Haultfoeuille & Gurgand (2024) linearity test

Clément de Chaisemartin, Xavier D'Haultfoeuille, Diego Ciccia (), Felix Knau and Doulo Sow ()

Statistical Software Components from Boston College Department of Economics

Abstract: This program implements a non-parametric test that the expectation of Y given D is linear. The program implements both the original test proposed by Yatchew (1997) and its heteroskedasticity-robust version proposed by de Chaisemartin, D'Haultfoeuille & Gurgand (2024).

Language: Stata
Requires: Stata version 12
Keywords: linearity test; non-parametric; Yatchew (search for similar items in EconPapers)
Date: 2024-04-11, Revised 2024-07-23
Note: This module should be installed from within Stata by typing "ssc install yatchew_test". 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/y/yatchew_test.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/y/yatchew_test.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/y/yatchew_test_univariate.html documentation (text/html)
http://fmwww.bc.edu/repec/bocode/y/yatchew_test_multivariate.html documentation (text/html)

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