*! version 1.1.0 March 18, 2021 @ 18:24:26
help ivdesc

Title

ivdesc --
Profiling compliers and non-compliers for instrumental variable analysis

Syntax

ivdesc
covariate
treatment
instrument
[if] [in]
[, options]

Options

noboot report standard errors based on asymptotic theory instead of bootstrap standard errors

reps(#) perform # bootstrap replications; default is reps(1000)

variance also report the variance of the covariate for each subgroup

nobalance skip the balance test

fmt(subopts) passed through to estout matrix(,subopts) that handles the display of the estimates

Description

ivdesc estimates the mean and the associated standard error of a covariate for the complier, never-taker and always-taker subpopulation within a sample where some, but not all, units are encouraged by instrument to take the treatment.

Remarks

Observations with missing values in either covariate, treatment,
or instrument are deleted before estimation (listwise deletion).

One-sided noncompliance is supported. The mean for the always-/never-taker subpopulation will only be computed if there are at least two observed units in these subpopulations.

If noboot, standard errors based on asymptotic theory are estimated.

The balance test is a t-test allowing for unequal variances.

Examples

Load the JTPA data

. use "http://fmwww.bc.edu/repec/bocode/j/jtpa.dta",clear

. ivdesc age training assignmt

. ivdesc hispanic training assignmt

Plot the results

. matrix C = r(ivdesc)'

. coefplot matrix(C), se(C[2])

Saved results

Matrices

r(ivdesc) all estimates

Scalar

r(pval) p-value from balance test

Reference

M. Marbach and D. Hangartner. 2020. Profiling Compliers and Non-compliers for Instrumental Variable Analysis. Political Analysis 28(3), 435-444.

D. Hangartner, M. Marbach, L. Henckel, M. H. Maathuis, R. R. Kelz, and L. Keele. 2021. Profiling Compliers in Instrumental Variables Designs. Available at arXiv: https://arxiv.org/abs/2103.06328.

Authors

Moritz Marbach (Maintainer), moritz.marbach@tamu.edu
Texas A&M University, United States