SPSIV: Stata module to generate Synthetic Instrumental Variables (SIV) for spatial regression

Manh Hoang Ba ()
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Manh Hoang Ba: Eureka Uni Team, Vietnam

Statistical Software Components from Boston College Department of Economics

Abstract: spsiv generates synthetic instrumental variables from endogenous variables and spatial filters derived from a symmetric connectivity matrix. The synthetic instruments satisfy the conditions of a standard instrumental variable and generally avoid the weak instrumental variable problem due to relatively high correlation with the endogenous variable. spsiv works for both cross-sectional and panel data, provides IV-type instruments for use with spivreg, spivregress, xtdpdp, xtabond2, etc. For details, see Gallo & Paez (2013) and Fingleton (2023).

Language: Stata
Requires: Stata version 11.1
Keywords: spatial; instrumental variables (search for similar items in EconPapers)
Date: 2025-09-09
Note: This module should be installed from within Stata by typing "ssc install spsiv". 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/s/spsiv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spsiv.sthlp help file (text/plain)

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