*! version 1.0.0 13Jul2020 //----------------------------------------------------------------------------- // // mivcausal - Testing the hypothesis about the signs of the 2SLS weights // IUT // //----------------------------------------------------------------------------- capt program drop miviut program miviut, rclass version 10.0 syntax [anything] [if] [in] // Step 1 - Compute the p-value of IUT mat qneg = J(1, 2, 0) * Compute the test statistic (using the info from Bonferroni test) forval i = 1/2 { mat qneg[1, `i'] = 1 - pbon_temp[1, `i'] } * Compute the p-value scalar pv = max(qneg[1, 1], qneg[1, 2]) // Step 2 - Return the p-value return scalar pval_iut = pv end