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SSCI: Stata module to compute Short and Simple Confidence Interval

Author

Listed:
  • Chad Brown

    (Department of Economics, University of Colorado)

  • Philipp Ketz

    (Paris School of Economics, CNRS)

  • Adam McCloskey

    (Department of Economics, University of Colorado)

Programming Language

Stata

Abstract

ssci constructs adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters are bounded from below or above, following Ketz and McCloskey (2021). The program uses the last estimation output and user-specified lists of nuisance parameters that are either bounded from below or from above.

Suggested Citation

  • Chad Brown & Philipp Ketz & Adam McCloskey, 2021. "SSCI: Stata module to compute Short and Simple Confidence Interval," Statistical Software Components S458986, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458986
    Note: This module should be installed from within Stata by typing "ssc install ssci". 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/s/ssci.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/ssci.sthlp
    File Function: help file
    Download Restriction: no
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