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st: Update to -weakiv- on SSC


From   "Schaffer, Mark E" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Update to -weakiv- on SSC
Date   Tue, 25 Feb 2014 00:15:58 +0000

With thanks to Kit Baum, an update to -weakiv- is now available from SSC.

-weakiv- calculates weak-instrument-robust tests of the coefficient(s) on the endogenous variable(s) in an instrumental variables (IV) estimation.  These tests include the Anderson-Rubin (AR) test, Kleibergen's K and KJ tests, and Moreira's conditional likelihood ratio (CLR) test, and are available for linear IV, IV probit and IV tobit models.

The main feature of the update is that support is now included for linear panel data estimators (fixed effects and first differences).  Various other minor features have also been added.
 
-weakiv- can be installed via

	ssc install weakiv

Please note that (a) -weakiv- requires that -avar- (Baum-Schaffer, available from SSC) is installed; (b) for 3-D surfaces, Mander's -surface- package (available from SSC) needs to be installed; (c) for contour plots, Stata 12 or higher is required.

Keith Finlay
Leandro Magnusson
Mark Schaffer



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