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UEVE: Stata module to compute unbiased errors-in-variables estimator and variants from grouped data

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Aliaksandr Amialchuk () (University of Toledo)

Additional information is available for the following registered author(s):

Abstract

ueve fits a linear regression using one of three estimators for grouped data: Devereux (2007) errors-in-variables estimator that is approximately unbiased (UEVE); Deaton (1985) errors-in-variables estimator (EVE) that was shown to be equivalent to Jackknife Instrumental Variable Estimator in Devereux (2007); and Efficient Wald estimator (EWALD) (Angrist 1991).

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File URL: http://fmwww.bc.edu/repec/bocode/u/ueve.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/u/ueve.sthlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457015.

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Programming language: Stata
Requires: Stata version 10.0
Date of creation: 13 Mar 2009
Date of revision:
Handle: RePEc:boc:bocode:s457015

Note: This module may be installed from within Stata by typing "ssc install ueve". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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Related research
Keywords: errors-in-variables; regression; grouped data; Devereux; Deaton; Angrist;

Statistics
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Did you know? The RePEc project started in 1997. Its precursor, NetEc, dates back to 1993.

This page was last updated on 2009-12-10.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.