I'm trying to solve the omitted variables problem using the best projection reiterative truncated projected least squares approach (Leightner and Inoue, 2007). My original regression uses Poisson, so this is going to be an important robustness check. Unfortunately, I cannot find the relevant Stata command for this least-squares method. Can someone please assist? Thank you.
Reference:
Leightner, J. E. and Inoue, T., 2007. Tackling the omitted variables problem without the strong assumptions of proxies. European Journal of Operational Research 178, 819–840.
Reference:
Leightner, J. E. and Inoue, T., 2007. Tackling the omitted variables problem without the strong assumptions of proxies. European Journal of Operational Research 178, 819–840.
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