IDEAS home Printed from

XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors


  • Timothy Erickson

    () (US Bureau of Labor Statistics)

  • Robert Parham

    () (University of Rochester)

  • Toni Whited

    () (University of Michigan-Ann Arbor)

Programming Language



xtewreg runs an errors-in-variables regression, with arbitrarily many mismeasured and perfectly measured regressors. It uses either the higher-order cumulant estimators from Erickson, Jiang, and Whited (2014, Journal of Econometrics) or the High-Order-Moments method of Erickson and Whited (2000, Journal of Political Economy), also described in Erickson & Whited (2002, Econometric Theory).

Suggested Citation

  • Timothy Erickson & Robert Parham & Toni Whited, 2012. "XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors," Statistical Software Components S457525, Boston College Department of Economics, revised 02 Sep 2016.
  • Handle: RePEc:boc:bocode:s457525
    Note: This module should be installed from within Stata by typing "ssc install xtewreg". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser. An earlirr version of this routine was circulated as package ewreg.

    Download full text from publisher

    File URL:
    File Function: program code
    Download Restriction: no

    File URL:
    File Function: help file
    Download Restriction: no

    File URL:
    File Function: sample file
    Download Restriction: no

    File URL:
    File Function: sample data file
    Download Restriction: no

    File URL:
    File Function: sample data file
    Download Restriction: no


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Delong Li & Nicolas E. Magud & Fabian Valencia, 2020. "Financial Shocks and Corporate Investment in Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 613-644, March.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457525. 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). General contact details of provider: .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.