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PLAUSEXOG: Stata module to implement Conley et al's plausibly exogenous bounds

Author

Listed:
  • Damian Clarke

    () (Oxford University)

Programming Language

Stata

Abstract

plausexog implements Conley et al.'s (Rev.Ec.Stat., 2012) 'plausibly exogenous' bound estimation in Stata. This allows for statistical inference when a researcher believes that a potential instrumental variable (IV) may be 'close to', but not necessarily precisely, exogenous. This package implements a number of methods described by Conley et al., allowing for the relaxation of the traditional exclusion restriction in IV methods. This extends the original Conley et al. code to deal with graphing and a wide range of data scenarios in Stata.

Suggested Citation

  • Damian Clarke, 2014. "PLAUSEXOG: Stata module to implement Conley et al's plausibly exogenous bounds," Statistical Software Components S457832, Boston College Department of Economics, revised 08 Jul 2020.
  • Handle: RePEc:boc:bocode:s457832
    Note: This module should be installed from within Stata by typing "ssc install plausexog". 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.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/plausexog.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/plausexog.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/c/Conleyetal2012.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Metrics Monday: Dealing with Imperfect Instruments I
      by Marc F. Bellemare in Marc F. Bellemare on 2017-01-16 17:00:47
    2. ‘Metrics Monday: Dealing with Imperfect Instruments III
      by Marc F. Bellemare in Marc F. Bellemare on 2017-07-10 15:00:06

    Citations

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

    1. Joan Costa‐Font & Cristina Vilaplana‐Prieto, 2020. "‘More than one red herring'? Heterogeneous effects of ageing on health care utilisation," Health Economics, John Wiley & Sons, Ltd., vol. 29(S1), pages 8-29, October.
    2. Hans (J.L.W.) van Kippersluis & Niels (C.A.) Rietveld, 2017. "Beyond Plausibly Exogenous," Tinbergen Institute Discussion Papers 17-096/V, Tinbergen Institute.
    3. Bhalotra, Sonia & Clarke, Damian, 2016. "The twin instrument," ISER Working Paper Series 2016-17, Institute for Social and Economic Research.
    4. Adelaide Baronchelli & Alessandra Foresta & Roberto Ricciuti, 2020. "The Words That Keep People Apart. Official Language, Accountability and Fiscal Capacity," CESifo Working Paper Series 8437, CESifo.
    5. Wei Fan & Catherine Porter, 2020. "Reinforcement or compensation? Parental responses to children’s revealed human capital levels," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(1), pages 233-270, January.
    6. Sonia Bhalotra & Damian Clarke, 2020. "The Twin Instrument: Fertility and Human Capital Investment," Journal of the European Economic Association, European Economic Association, vol. 18(6), pages 3090-3139.

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