The new version of weakiv includes support for dynamic panel data estimation by xtabond2 (Arellano-Bond and relatives), any number of endogenous regressors, projection-based inference and confidence sets, the CLR statistic for all models (iid, robust, cluster-robust, HAC, etc.), simulation-based p-values for the CLR stat, CUE (continuously-updated GMM) -based tests, the subset Anderson-Rubin statistic, and other improvements. Users with Stata 10, or users who want to use the previous version of weakiv (1.0), can install weakiv10, also available from SSC.
k-means clustering is a method of vector quantization, originally from signal processing, that is popular for cluster analysis in data mining.
This is version 4.1.10 of ivreg2, updated from that published in Stata Journal, 5(4), requiring Stata 11.2 or better.
Just specify your residual equations by using substitutable expressions, list your instruments, select a weight matrix, and obtain your results.
Here we fit a Poisson model of the number of doctor visits as a function of gender, income, and whether a person has a chronic disease or private health insurance.
We have reason to believe that income is endogenous, so we use age and race as instruments.
- Dfinitions : violation de la Va R, couverture non conditionnelle et conditionnelle.
- Tests de couverture non conditionnelle (Kupiec, 1995; Ble II) - Tests de couverture conditionnelle : stratgies de tests; tests LR (Christoffersen, 1998); tests de dure (Christoffersen et Pelletier, 2004; Candelon, Colletaz, Colletaz et Hurlin, 2008); tests de l'hypothse de diffrence de martingale (Berkowitz et al., 2005; Hurlin et Tokpavi, 2007); tests fonds sur un modle de rgression (Engle et Manganelli, 2004; Patton, 2002); tests de type density forecast (Diebold et al.
Des applications varies et progressives (QCM, exercices, problmes) corriges permettent l'tudiant de se tester. (slides) (videos) and (Matlab Codes) - Introduction - What is an estimator?