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IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation

Author

Listed:
  • Christopher F Baum

    (Boston College)

  • Denni Tommasi

    (University of Bologna)

  • Lina Zhang

    (University of Amsterdam)

Programming Language

Stata

Abstract

ivreg2m can be invoked to estimate the average causal effect for compliers (Imbens and Angrist, 1994) in a traditionally identified single equation when both non-compliance and misreporting of treatment status are present. The approach follows the estimation procedure developed in Calvi, Lewbel and Tommasi (JBES, 2021) and Tommasi and Zhang (IZA, 2022).

Suggested Citation

  • Christopher F Baum & Denni Tommasi & Lina Zhang, 2022. "IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation," Statistical Software Components S459093, Boston College Department of Economics, revised 04 Jun 2024.
    • Handle: RePEc:boc:bocode:s459093
    Note: This module should be installed from within Stata by typing "ssc install ivreg2m". 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/i/ivreg2m.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivreg2m.sthlp
    File Function: help file
    Download Restriction: no
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