Advanced Search
MyIDEAS: Login to save this paper or follow this series

Implementing new econometric tools in Stata

Contents:

Author Info

  • Christopher F Baum

    ()
    (Boston College
    DIW Berlin)

Abstract

I discuss the implementation of two state-of-the-art econometric estimators in Stata. The first addresses the problem of estimating a binary response with one or more limited endogenous variables. Lewbel, Dong, and Yang (Canadian J. Econ., 2012) present a solution based on Lewbel's "special regressor" method, a version of which I have implemented in Stata as sspecialreg. The second considers the problem of estimating an equation with instrumental variables techniques where sufficient instruments may not be available. Lewbel (J. Bus. Econ. Stat., 2012) presents a solution based on generated instruments that take advantage of heteroskedasticity. I have implemented that routine as an extension of Baum, Schaffer, and Stillman's ivreg2 (Stata J., 2003, 2007) as ivreg2h. I will motivate these two extensions to Stata's econometric capabilities with illustrations of their use.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://fmwww.bc.edu/repec/msug2013/mxsug_baum.pdf
Download Restriction: no

Bibliographic Info

Paper provided by Stata Users Group in its series Mexican Stata Users' Group Meetings 2013 with number 09.

as in new window
Length:
Date of creation: 13 May 2013
Date of revision:
Handle: RePEc:boc:msug13:09

Contact details of provider:
Web page: http://www.stata.com/meeting/mexico13
More information through EDIRC

Related research

Keywords:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:boc:msug13:09. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.