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CDDENS: Stata module to estimate a Density under Measurement Error using Auxiliary Information

Author

Listed:
  • Nikolas Mittag

    (University of Chicago)

Programming Language

Stata

Abstract

cddens consistently estimates the density of a variable that is only observed with error using parameter estimates of the conditional density of the true value given the observed value. It can also be used to generate a set of random draws from the density in order to estimate models that include the mismeasured variable.

Suggested Citation

  • Nikolas Mittag, 2013. "CDDENS: Stata module to estimate a Density under Measurement Error using Auxiliary Information," Statistical Software Components S457659, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457659
    Note: This module should be installed from within Stata by typing "ssc install cddens". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/cddens.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cddens.sthlp
    File Function: help file
    Download Restriction: no
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