Stata Software for Best Linear Prediction with Interval Outcome Data

DESCRIPTION: This zip file contains the Stata .ado files and .sthlp files to replicate the results in Beresteanu and Molinari (Econometrica, 2008) and implement their theoretical results. The code allows for best linear prediction with any number of perfectly observed covariates. It returns estimates of the sharp identification region for each component of the BLP parameter vector, as well as confidence sets and confidence collections for each of these regions. It also allows for hypothesis testing and confidence statements on any pair of (functions of) elements of the BLP parameter vector. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of merchantability or fitness for a particular purpose. If you use the software, we ask that you please cite it as: Arie Beresteanu, Francesca Molinari and Darcy Steeg Morris (2010): "Asymptotics for Partially Identified Models in Stata," and that you also cite Beresteanu and Molinari (Econometrica, 2008) as the source of the theoretical results.

VERSION: All .ado and .sthlp files were written using Stata version 11.0 and are only guaranteed to be compatible with Stata version 11.0 and higher.

INSTALLING FILES: There are multiple ways to install .ado and .sthlp files.  We recommend that you extract the .ado and .sthlp files contained in Stata_SetBLP.zip to your personal ado directory.  Issue the 'sysdir' command within Stata to determine your personal ado directory.  If you use Windows, it is probably C:\ADO\PERSONAL.  Note that if you do not have permissions to access the personal ado directory, then extract the .ado and .sthlp files contained in Stata_SetBLP.zip to any directory to which you have permissions.  Next, use the 'sysdir set' command within Stata to redirect the personal ado directory.  For example, 'sysdir set PERSONAL "C:\My Documents\Stata_SetBLP"'.


