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EBA: Stata module to perform extreme bound analysis

Author

Listed:
  • Gregorio Impavido

    (The World Bank)

Programming Language

Stata

Abstract

eba Performs the Extreme Bound Analysis on the regressor "var2". 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. For given a dependent variable "var1", and a set of regressors "var2", Z and X. The program runs n!/(k!(n-k)!) OLS regressions by taking combinations of k Z variables among the n listed. It then displays minimum and maximum parameter estimates for "var2" together with their t-statistics, p-value and Z variables used. This is version 1.2 of the software.

Suggested Citation

  • Gregorio Impavido, 1998. "EBA: Stata module to perform extreme bound analysis," Statistical Software Components S347401, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s347401
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/e/eba.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/eba.hlp
    File Function: help file
    Download Restriction: no
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    Keywords

    Stata;

    Statistics

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