Angrist Data Archive

Angrist (2001)

Estimation of Limited Dependent Variable Models with Dummy Endogenous
Regressors: Simple Strategies for Empirical Practice

Notes: The programs and data sets available here will produce the results in Tables 1-3. There is code available for all estimates except the standard errors in column 4 of Table 2. Note that many of the standard errors in this paper as well as some coefficient estimates were constructed with a stochastic element that cannot be reproduced exactly (recoding 1% of twins; bootstrap samples).

Programs: Click the links to download the program files:

table1.zip contains the Stata .do file and log files that produce the results in Table 1
table2_post.rar contains the Stata .do files and SAS files that produce the results in Table 2. See enclosed program key for further detail.
table3.rar contains the Stata .do files that produce Table 3
Standard errors.rar contains programs that create standard errors for Table 2 columns 3,5,6 and Table 3 columns 5,6,8. See enclosed "TABLE KEY" file for additional detail.

Data: Click the links to download the data sets:

pums80m.dta.Z contains the 1980 census file read by most of the programs
abadie5.rar contains data for coefficients in Table 2, column 4
abadie.dta.Z contains data for coeffiicients in Table 3
bstrap.dta.Z contains data to create bootstrapped standard errors