PLAUSEXOG: Stata module to implement Conley et al's plausibly exogenous bounds
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.
|Requires:||Stata version 11 and mvtnorm from SSC (q.v.)|
|Date of creation:||11 May 2014|
|Date of revision:||24 Jun 2017|
|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.|
|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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