LAUSR

Nonparametric Instrumental Variable Estimation

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0 Published in 2017 at "Stata Journal"

DOI: 10.1920/wp.cem.2017.4717

Abstract: This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands are able to impose monotonicity… read more here.

Keywords: nonparametric instrumental; instrumental variable; estimation; variable estimation ... See more keywords