ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables

robustpf estimates production functions robustly against errors in proxy variables, based on the identification and estimation theories developed in Hu, Huang, and Sasaki (J. Econometrics, 2020). The command takes as input an output variable y, a capital variable k, and J types of labor variables l1...lJ. In addition, for estimation of a gross-output production function, a user can set up to five intermediate input variables as options m1()...m5(). A user must set a proxy variable by calling the option proxy(), which often takes one of the intermediate input variables or an investment variable. Displayed results consist of returns to scale and coefficients of each input variable.