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YATCHEW_TEST: Stata module to perform Yatchew (1997), de Chaisemartin, D'Haultfoeuille & Gurgand (2024) linearity test

Author

Listed:
  • Clément de Chaisemartin

    (Economics Department, Sciences Po)

  • Xavier D'Haultfoeuille

    (CREST-ENSAE)

  • Diego Ciccia

    (Economics Department, Sciences Po)

  • Felix Knau

    (Economics Department, Sciences Po)

  • Doulo Sow

    (CREST-ENSAE)

Programming Language

Stata

Abstract

This program implements a non-parametric test that the expectation of Y given D is linear. The program implements both the original test proposed by Yatchew (1997) and its heteroskedasticity-robust version proposed by de Chaisemartin, D'Haultfoeuille & Gurgand (2024).

Suggested Citation

  • Clément de Chaisemartin & Xavier D'Haultfoeuille & Diego Ciccia & Felix Knau & Doulo Sow, 2024. "YATCHEW_TEST: Stata module to perform Yatchew (1997), de Chaisemartin, D'Haultfoeuille & Gurgand (2024) linearity test," Statistical Software Components S459314, Boston College Department of Economics, revised 26 Apr 2024.
    • Handle: RePEc:boc:bocode:s459314
    Note: This module should be installed from within Stata by typing "ssc install yatchew_test". 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/y/yatchew_test.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/y/yatchew_test.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/y/yatchew_test_univariate.html
    File Function: documentation
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/y/yatchew_test_multivariate.html
    File Function: documentation
    Download Restriction: no
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