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CIVREG: Stata module to perform coplanar/synthetic instrumental variables regression

Author

Listed:
  • Manh Hoang-Ba

Programming Language

Abstract

civreg estimates linear models with endogenous regressors using the Coplanar/Synthetic Instrumental Variables (CIV) method proposed by Dzhumashev and Tursunalieva (2025). Unlike conventional instrumental variables estimators, the CIV method does not require external instruments. Instead, instruments are constructed from the observed data using the geometric relationship among the dependent variable, endogenous regressors, and structural disturbances.

Suggested Citation

  • Manh Hoang-Ba, 2026. "CIVREG: Stata module to perform coplanar/synthetic instrumental variables regression," Statistical Software Components S459728, Boston College Department of Economics, revised 09 Jun 2026.
    • Handle: RePEc:boc:bocode:s459728
    Note: This module should be installed from within Stata by typing "ssc install civreg". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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    File URL: http://fmwww.bc.edu/repec/bocode/c/civreg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/civreg.sthlp
    File Function: help file
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