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IVCHECK: Stata module to choose between OLS and contaminated IV

Author

Listed:
  • Anirban Basu

    (University of Washington)

Programming Language

Stata

Abstract

ivcheck produces a phase diagram that can be used to assess the question whether the mean squared estimation error with IVs will be larger than that from OLS given the data at hand. Specifically, given a reasonable lower bound for the OLS bias, one can confirm whether the IV at hand can produce a better estimate (i.e. with lower bias) of the true effect parameter than the OLS, without knowing the true level of contamination in the IV.

Suggested Citation

  • Anirban Basu, 2014. "IVCHECK: Stata module to choose between OLS and contaminated IV," Statistical Software Components S457840, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457840
    Note: This module should be installed from within Stata by typing "ssc install ivcheck". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/ivcheck.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivcheck.sthlp
    File Function: help file
    Download Restriction: no
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