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

Listed author(s):
  • Damian Clarke

    ()

    (Oxford University)

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.

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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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Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457832.

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Programming language: Stata
Requires: Stata version 11 and mvtnorm from SSC (q.v.)
Date of creation: 11 May 2014
Date of revision: 24 Jun 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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