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- W2891774232 abstract "twostepweakiv implements two-step weak-instrument-robust confidence sets based on Andrews (REStat, 2018) and refined projection method for subvector inference based on Chaudhuri and Zivot (2011) for linear instrumental-variable (IV) models. twostepweakiv supports a range of variance-covariance estimators including heteroskedastic, autocorrelation, and one- and two-way cluster-robust VCEs. twostepweakiv builds on and extends the command weakiv by Finlay, Magnusson and Schaffer (Stata J., 2016). twostepweakiv should be used as a standalone estimator where the user provides the specification of the model. twostepweakiv works by calling ivreg2 first to parse the specification and then estimate a minimum-distance model depending what the user has specified as estimator." @default.
- W2891774232 created "2018-09-27" @default.
- W2891774232 creator A5021371752 @default.
- W2891774232 date "2018-07-21" @default.
- W2891774232 modified "2023-09-27" @default.
- W2891774232 title "TWOSTEPWEAKIV: Stata module to implement two-step weak-instrument-robust confidence sets for linear instrumental-variable (IV) models" @default.
- W2891774232 hasPublicationYear "2018" @default.
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