This paper presents a command, reganat, which implements graph ically the method of regression anatomy as described by Angrist and Pischke (2009). This tool can help the analyst in the validation of linear models, since it produces a bi-dimensional scatterplot obtained under the control of other...

We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, weak instruments, limited-information maximum likelihood and k-class...

We extend our 2003 paper on instrumental variables (IV) and GMM estimation and testing and describe enhanced routines that address HAC standard errors, weak instruments, LIML and k-class estimation, tests for endogeneity and RESET and autocorrelation tests for IV estimates.