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CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models

Author

Listed:
  • Donald W.K. Andrews

    (Yale University)

  • Wooyoung Kim

    (University of Wisconsin-Madison)

  • Xioaxia Shi

    (University of Wisconsin-Madison)

Programming Language

Stata

Abstract

This package includes two commands -- cmi_test and cmi_interval -- to implement the testing and inference methods for conditional moment inequalities/equalities models proposed in Andrews and Shi (2013). The command cmi_test tests the validity of a finite number of conditional moment equalities and/or inequalities. The command cmi_interval returns the confidence interval for a one-dimensional parameter defined by intersection bounds.

Suggested Citation

  • Donald W.K. Andrews & Wooyoung Kim & Xioaxia Shi, 2016. "CMITEST: Stata module to implement testing and inference methods for conditional moment inequalities/equalities models," Statistical Software Components S458138, Boston College Department of Economics, revised 13 Aug 2016.
    • Handle: RePEc:boc:bocode:s458138
    Note: This module should be installed from within Stata by typing "ssc install cmitest". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_test.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_tes.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_te.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_t.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_test.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_interval.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_interva.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_interv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_inter.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_inte.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_int.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_in.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_i.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmi_interval.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmitest.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cmitest_examples.do
    File Function: sample do-file
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