Stata implementations of estimation, inference, and testing procedures

(Caveat emptor, but please let me know about bugs or problems)

  • censoringtestkm.ado ​

  • tests the assumption in censored regression models that the censoring point is independent of the latent outcome. Requires censoring points to be observed for all units. ​Example Stata syntax: censoringtestkm y t. Details in the working paper.

  • BRL_Moulton.zip ​

  • Stata do files, help files, and other material to adjust standard errors for clustering using Biased-Reduced Linearization (BRL; Bell and McCaffrey, 2002) or a parametric Moulton (1986) correction factor, as discussed in Angrist and Pischke's Mostly Harmless Econometrics, Chapter 8.  Copy the do and help files into your stata working directory or use stata's net install command to access them remotely from a web page. 

  • rddisttestk.ado ​

  • performs a test for manipulation in the regression discontinuity design when the running variable is discrete. Example Stata syntax: rddisttestk voteshare, threshold(.5) k(.02). Details in the forthcoming paper.

  • ivcqte.ado​ ​

  • implements censored quantile treatment effects estimation and inference. Suitable for a binary endogenous treatment variable with a binary instrument and a right-censored outcome with a possibly random censoring point. Details in the published paper .

  • ivexact.ado​

  • (coming soon): implements exact, finite-sample instrumental variables estimation and inference for a binary endogenous variable and binary instrument. Exact instrumental variables. Details in the prelim​inary draft.