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IMPERFECTIV: Stata module to estimate bounds with "Imperfect Instrumental Variables" (Nevo and Rosen, 2012)


  • Benjamín Matta

    (Department of Economics, Universidad de Santiago de Chile)

  • Damian Clarke

    (Department of Economics, Universidad de Santiago de Chile)

Programming Language



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.

Suggested Citation

  • Benjamín Matta & Damian Clarke, 2017. "IMPERFECTIV: Stata module to estimate bounds with "Imperfect Instrumental Variables" (Nevo and Rosen, 2012)," Statistical Software Components S458363, Boston College Department of Economics, revised 06 Jan 2019.
  • Handle: RePEc:boc:bocode:s458363
    Note: This module should be installed from within Stata by typing "ssc install imperfectiv". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.

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    Blog mentions

    As found by, the blog aggregator for Economics research:
    1. ‘Metrics Monday: Dealing with Imperfect Instruments III
      by Marc F. Bellemare in Marc F. Bellemare on 2017-07-10 15:00:06


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