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

Author

Listed:
  • Damian Clarke

    () (Oxford University)

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 29 Sep 2017.
  • Handle: RePEc:boc:bocode:s457832
    Note: This module should be installed from within Stata by typing "ssc install plausexog". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/p/plausexog.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/plausexog.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/c/Conleyetal2012.dta
    File Function: sample data file
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    More about this item

    Keywords

    exogeneity; instrumental variables; Conley; Hansen; Rossi;

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