Software

Overview

This page contains a number of computer packages to implement the methods developed in some of my recent papers. For now we are focusing on Stata packages, but soon we will expand to R packages as well.

All the Stata modules below are distributed under the terms of the MIT license. In particular, the software is provided “as is”, without warranty of any kind. If you have suggestions or requests about any of these software packages, please use the corresponding Bitbucket issues feature (as opposed to email) so that we can keep track of it.

This work was supported in part by the National Science Foundation through the Grant SES-1530534

Matlab, Python, and R Codes: Inference for Moment Inequality Models

    • Repository: Get package from GitHub or directly download latest version here
    • Overview: Guide to practice for inference defined by moment inequalities
    • Contributors:
      Ivan Canay, Northwestern University
      Matthew Thomas, Northwestern University
      Amilcar Velez, Northwestern University
      Gaston Illanes, Northwestern University
    • Related papers: Canay, Illanes, and Velez (2023) and Canay and Shaikh (2017)
    • Report issues or new requests: issues page

R Package: ARTs

  • Repository: Get package from GitHub or directly download latest version here
  • Overview: Approximate Randomization Tests (ARTs) for inference with few clusters
  • Contributors:
    Ivan Canay, Northwestern University
    Matthew Thomas, Northwestern University
    Yong Cai, Northwestern University
    Deborah Kim, Northwestern University
    Azeem Shaikh, University of Chicago
  • Related papers: Canay, Romano, and Shaikh (2017) and Cai, Canay, Kim, and Shaikh (2021)
  • Report issues or new requests: issues page

Stata Package: ARTs

  • Repository: Get package from Github or directly download latest version here
  • Overview: Approximate Randomization Tests (ARTs) for inference with few clusters
  • Contributors:
    Ivan Canay, Northwestern University
    Vishal Kamat, Northwestern University
    Joseph Romano, Stanford University
    Azeem Shaikh, University of Chicago
    Yong Cai, Northwestern University
    Deborah Kim, Northwestern University
  • Related papers: Canay, Romano, and Shaikh (2017) and Cai, Canay, Kim, and Shaikh (2021)
  • Report issues or new requests: issues page

Stata Package: CAR

  • Repository: Get package from Bitbucket or directly download latest version here
  • Overview: linear regression with strata fixed effects (SFE) and saturated linear regression (SAT) in randomized controlled experiments with covariate-adaptive randomization
  • Contributors:
    Ivan Canay, Northwestern University
    Joe Long, Northwestern University
    Yong Cai, Northwestern University
    Federico Bugni, Duke University
    Azeem Shaikh, University of Chicago
  • Related papers: Bugni, Canay, and Shiakh (2018)
  • Report issues or new requests: issues page

Stata Package: Rdcont

  • Repository: Get package from Bitbucket or directly download latest version here
  • Overview: test of continuity of the density of the running variable in RDD
  • Contributors:
    Ivan Canay, Northwestern University
    Joe Long, Northwestern University
    Federico Bugni, Duke University
  • Related papers: Bugni and Canay (2018)
  • Report issues or new requests: issues page

Stata Package: Rdperm

  • Repository: Get package from Bitbucket or directly download latest version here
  • Overview: test of continuity of covariates in RDD using permutation tests
  • Contributors:
    Ivan Canay, Northwestern University
    Vishal Kamat, Northwestern University
  • Related papers: Canay and Kamat (2018)
  • Report issues or new requests: issues page

R Package: RATest