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SPSIV: Stata module to generate Synthetic Instrumental Variables (SIV) for spatial regression

Author

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  • Manh Hoang Ba

    (Eureka Uni Team, Vietnam)

Programming Language

Abstract

spsiv generates synthetic instrumental variables from endogenous variables and spatial filters derived from a symmetric connectivity matrix. The synthetic instruments satisfy the conditions of a standard instrumental variable and generally avoid the weak instrumental variable problem due to relatively high correlation with the endogenous variable. spsiv works for both cross-sectional and panel data, provides IV-type instruments for use with spivreg, spivregress, xtdpdp, xtabond2, etc. For details, see Gallo & Paez (2013) and Fingleton (2023).

Suggested Citation

  • Manh Hoang Ba, 2025. "SPSIV: Stata module to generate Synthetic Instrumental Variables (SIV) for spatial regression," Statistical Software Components S459511, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459511
    Note: This module should be installed from within Stata by typing "ssc install spsiv". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spsiv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsiv.sthlp
    File Function: help file
    Download Restriction: no
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