Description: A Stata module for implementing the instrumental variables correlated random coefficients estimator proposed in Masten and Torgovitsky (2016) and analyzed in more detail in Masten and Torgovitsky (2014). The module also allows users to estimate varying coefficient models.
Authors: This module was written by David Benson, in collaboration with Matt Masten and Alexander Torgovitsky.
- Stata version 12
In Stata, type "ssc install ivcrc". Or copy ivcrc.ado, _ivcrc_estimator.ado, and ivcrc.sthlp files to your Stata/ado/personal directory. See the Stata help file for explanation of the syntax.
- Application - Files for our empirical illustration
- Test - Files for testing correctness of the module's output
Please post problems or suggestions to the issue queue.
Masten and Torgovitsky (2016) Identification of Instrumental Variable Correlated Random Coefficients Models, The Review of Economics and Statistics 98 (5), pp. 1001-1005
Masten and Torgovitsky (2014) Instrumental Variables Estimation of a Generalized Correlated Random Coefficients Model, Cemmap working paper CWP02/14
© 2018 David Benson, Matt Masten, Alexander Torgovitsky
The contents of this repository are distributed under the MIT license. See file
LICENSE for details.