Stata 18 offers several new features for analyses using instrumental variables. The new ivfprobit command fits models for fractional dependent variables and account for endogeneity in one or more of the covariates. The new ivqregress command models quantiles of the outcome and, at the same time, controls for problems that arise from endogeneity. In StataNow™, the new estat weakrobust postestimation command allows you to perform robust inference on endogenous regressors in the presence of weak instruments after the ivregress command. Also in StataNow, the new ivsvar command estimates parameters of structural vector autoregressive models by using instrumental variables. And the new ivlpirf command estimates instrumental-variables local-projection impulse–response functions to account for endogeneity in the impulse variable.
Read more about these features and see them in action:
• Instrumental-variables fractional probit model
• Instrumental-variables quantile regression
• Robust inference with weak instruments
StataNow• Structural vector autoregressive models via instrumental variables
StataNow• Instrumental-variables local-projection impulse–response functions
StataNow;)
View all the new features in Stata 18.
