IMPERFECTIV: Stata module to estimate bounds with "Imperfect Instrumental Variables" (Nevo and Rosen, 2012)
imperfectiv estimates bounds using "Imperfect Instrumental Variables" (IIV) as developed by Nevo and Rosen (R.E.Stat, 2012). This allows for inference based on instrumental variable estimates, however, with weaker assumptions than instrumental exogeneity. Namely, the exogeneity assumption of typical IV estimates is replaced with an assumption about the sign of the correlation between the instrument and unobservables.
|Requires:||Stata version 8|
|Date of creation:||26 Jun 2017|
|Note:||This module should be installed from within Stata by typing "ssc install imperfectiv". 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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