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IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator

Author

Listed:
  • David Benson

    (Board of Governors of Federal Reserve System)

  • Matt Masten

    (Duke University)

  • Alexander Torgovitsky

    (University of Chicago)

Programming Language

Stata

Abstract

This Stata module implements the instrumental variables correlated random coefficients estimator, described in Benson, Masten, and Torgovitsky (2020), which was proposed in Masten and Torgovitsky (Rev. Econ. Stat., 2016) and analyzed in more detail in Masten and Torgovitsky (Cemmap, 2014). The linear CRC model is a generalization of the standard linear IV model that allows for endogenous, multivalued treatments and unobserved heterogeneity in treatment effects. ivcrc allows for flexible functional forms and permits instruments that may be binary, discrete, or continuous. The module also allows users to estimate varying coefficient models, which are closely related in structure.

Suggested Citation

  • David Benson & Matt Masten & Alexander Torgovitsky, 2020. "IVCRC: Stata module to implement the instrumental variables correlated random coefficients estimator," Statistical Software Components S458797, Boston College Department of Economics, revised 06 Dec 2022.
    • Handle: RePEc:boc:bocode:s458797
    Note: This module should be installed from within Stata by typing "ssc install ivcrc". 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/ivcrc.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_ivcrc_estimator.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivcrc.sthlp
    File Function: help file
    Download Restriction: no
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