Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Update to -weakiv- on SSC
From
"Schaffer, Mark E" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Update to -weakiv- on SSC
Date
Tue, 25 Feb 2014 00:15:58 +0000
With thanks to Kit Baum, an update to -weakiv- is now available from SSC.
-weakiv- calculates weak-instrument-robust tests of the coefficient(s) on the endogenous variable(s) in an instrumental variables (IV) estimation. These tests include the Anderson-Rubin (AR) test, Kleibergen's K and KJ tests, and Moreira's conditional likelihood ratio (CLR) test, and are available for linear IV, IV probit and IV tobit models.
The main feature of the update is that support is now included for linear panel data estimators (fixed effects and first differences). Various other minor features have also been added.
-weakiv- can be installed via
ssc install weakiv
Please note that (a) -weakiv- requires that -avar- (Baum-Schaffer, available from SSC) is installed; (b) for 3-D surfaces, Mander's -surface- package (available from SSC) needs to be installed; (c) for contour plots, Stata 12 or higher is required.
Keith Finlay
Leandro Magnusson
Mark Schaffer
-----
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)
We invite research leaders and ambitious early career researchers to
join us in leading and driving research in key inter-disciplinary themes.
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/