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| From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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/