kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
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DOI: 10.1177/1536867X211045575
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- Sebastian Kripfganz & Jan F. Kiviet, 2020. "kinkyreg: Instrument-free inference for linear regression models with endogenous regressors," London Stata Conference 2020 15, Stata Users Group.
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Keywords
kinkyreg; kinkyreg2dta; kinkyreg postestimation; kinky least-squares; instrumental variables; instrument-free tests; endogenous regressors; confidence intervals; sensitivity analysis; specification tests; heteroskedasticity; serial correlation; exclusion restrictions; RESET; relative correlation restriction; Krauth’s lambda; Oster’s delta; graphical inference;All these keywords.
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