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IGESET: Stata module to estimate intergenerational income elasticities (IGEs) with a single set of instruments

Author

Listed:
  • Pablo Mitnik

    (Stanford University)

Programming Language

Stata

Abstract

igeset estimates IGEs of children's income with respect to parental income. To estimate the lower bound, igeset uses an estimator assumed to be affected by attenuation bias given the parental information available (i.e., a short-run instead of a long-run parental-income measure). To estimate the upper bound, igeset uses an instrumental-variable estimator and one (and only one) set of invalid instruments assumed to be positively correlated with the error term of the population regression function of interest. The estimated IGE may be the IGE of the expectation or the IGE of the geometric mean.

Suggested Citation

  • Pablo Mitnik, 2019. "IGESET: Stata module to estimate intergenerational income elasticities (IGEs) with a single set of instruments," Statistical Software Components S458701, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458701
    Note: This module should be installed from within Stata by typing "ssc install igeset". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/igeset.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nligeset.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/igeset.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/igeset_data.dta
    File Function: sample data file
    Download Restriction: no
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