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New in Stata 18: Instrumental-variables quantile regression

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Demonstration of the new *ivqregress* command in Stata 18 for quantile regression when we suspect that one or more of our covariates may be endogenous. The models fit by *ivqregress* correct endogeneity bias using an instrumental-variables approach.
New in Stata 18: Instrumental-variables quantile regression
Instrumental variables estimator for the correlated random coefficients model Use ivcrc In STATA 18
Two-sample Instrumental variables (TS2SLS) regression Use weaktsiv With STATA 18
Identification, Part 3: Instrumental Variables
Estimate an instrumental variables IV Or GMM Poisson regression Use ivpois With STATA 18
Tests & confidence intervals after estimation instrumental variables robust weak rivtest STATA 1...
Smoothed instrumental variables IV quantile regression (SIVQR) Use sivqr With STATA 18
Estimation bounds Imperfect Instrumental Variables (Nevo & Rosen, 2012) imperfectiv In STATA ...
MagnifiedIV to run a group or weight-based magnified instrumental variables estimator With STATA 18
Extended instrumental variable regressions with multiple levels of fixed effects ivreghdfe STATA 18
New in Stata 18: Creating and exporting tables of descriptive statistics
Bias corrected linear dynamic panel data estimation Use xtdpdbc With STATA 18
Two weak instrument robust confidence linear instrumental variable models twostepweakiv STATA 18
(Adaptive) Lasso with some invalid instruments (IVs) Use sivreg With STATA 18
Instrumental Variable - ECON75L
Profiling compliers and non-compliers for instrumental variable analysis Use ivdesc With STATA 18
One sample Mendelian randomization instrumental variable analyses Use ivonesamplemr With STATA 18
Defactored IV instrumental variables estimation of large panel data models Use xtivdfreg With STATA
Nonparametric bounds for the causal effect binary instrumental variable model Use bpbounds STATA 18
Weak instrument robust tests confidence intervals instrumental variable (IV) Use weakiv10 STATA 18
censored quantile regression (CQR) instrumental variable (CQIV) estimation Use cqiv With STATA 18
4 way decomposition using parametric regression models Use med4way With STATA 18
Estimating Input/Output Directional Distance Function linear programming techniques dflp STATA 18
Maximum Likelihood Estimation Spatial Lag Cross Sections Regression Use spregsar With STATA 18
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