Advanced Search
MyIDEAS: Login to save this software component or follow this series

LEEBOUNDS: Stata module for estimating Lee (2009) treatment effect bounds

Contents:

Author Info

  • Harald Tauchmann

    ()
    (University of Erlangen-Nuremberg, Germany)

Abstract

leebounds computes treatment effect bounds for samples with non-random sample selection/attrition as proposed by Lee (Review of Economic Studies, 2009). The lower and upper bound, respectively, correspond to extreme assumptions about the missing information that are consistent with the observed data. As opposed to parametric approaches to correcting for sample selection bias, such as the classical Heckman (1979) estimator, Lee (2009) bounds rest on very few assumptions, i.e. random assignment of treatment and monotonicity. Monotonicity means that the treatment status affects selection in just one direction. That is, receiving a treatment makes selection either more or less likely for any observation. In technical terms, the approach rests on a trimming procedure. Either from below or from above, the group (treatment, control) that suffers less from sample attrition is trimmed at the quantile of the outcome variable that corresponds to the share of 'excess observations' in this group. Calculating group differentials in mean outcome yields the lower and the upper bound, respectively, for the treatment effect depending on whether trimming is from below or above. leebounds assumes that it is unknown, a priori, which group (treatment, control) is subject to the higher selection probability and estimates this from data (see Lee, 2009:1090).

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://fmwww.bc.edu/repec/bocode/l/leebounds.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/l/leebounds.sthlp
File Function: help file
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/dsug2012/desug12_tauchmann.pdf
File Function: documentation
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457477.

as in new window
Size:
Programming language: Stata
Requires: Stata version 11
Date of creation: 21 Jun 2012
Date of revision: 25 Jul 2013
Handle: RePEc:boc:bocode:s457477

Note: This module should be installed from within Stata by typing "ssc install leebounds". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: sample selection bias; attrition bias; random assignment;

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457477. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.