Description
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
kinkyreg implements the kinky least squares estimator for instrument-free inference under confined regressor endogeneity. An arbitrary number of endogenous regressors can be accommodated. Postestimation commands include tests of linear hypotheses and exclusion restrictions, the RESET test, tests for heteroskedasticity, and tests for serial correlation.
Installation & Help
To install a fresh version of this package, type the following in Stata's command window:
→ net install kinkyreg, from(http://www.kripfganz.de/stata/)
or (less frequently updated):
→ ssc install kinkyreg
To display the currently installed version of this package, type the following in Stata's command window:
→ which kinkyreg
To update an existing version of this package, type the following in Stata's command window:
→ adoupdate kinkyreg, update
To access the help files of this package after the installation, type the following in Stata's command window:
→ help kinkyreg
→ help kinkyreg postestimation
Accompanying Article
Authors
Sebastian Kripfganz
University of Exeter
Jan F. Kiviet
University of Amsterdam;
Stellenbosch University
