CLRBOUND: Stata module to perform estimation and inference on intersection bounds

Published on 9 August 2013

This package includes various commands. clr2bound compute two-sided bound estimates using Bonferroni's inequality. clrbound compute a one-sided bound estimate. clrtest tests the hypothesis that the maximum of lower intersection bounds is nonpositive. clr3bound compute two-sided bound estimates by inverting clrtest.

This package includes various commands. clr2bound compute two-sided bound estimates using Bonferroni's inequality. clrbound compute a one-sided bound estimate. clrtest tests the hypothesis that the maximum of lower intersection bounds is nonpositive. clr3bound compute two-sided bound estimates by inverting clrtest.

Authors

Sokbae "Simon" Lee

Sokbae (Simon) Lee

Research Fellow Columbia University

Sokbae is an IFS Research Fellow and a Professor at Columbia University, with an interest in Econometrics, Applied Microeconomics and Statistics.

Adam Rosen

Research Fellow Duke University

Adam is a Research Fellow associated with the Cemmap at the IFS and UCL and an Associate Professor of Economics at Duke University.

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Victor Chernozhukov

MIT

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Wooyoung Kim