XTEWREG: Stata module to estimate errors-in-variable model with mismeasured regressors
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).
|Requires:||Stata version 12|
|Date of creation:||27 Sep 2012|
|Date of revision:||02 Sep 2016|
|Note:||This module should be installed from within Stata by typing "ssc install xtewreg". Windows users should not attempt to download these files with a web browser. An earlirr version of this routine was circulated as package ewreg.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
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