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POPARMS: Stata module for potential outcome parameter estimation

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Author Info

  • Matias D. Cattaneo

    ()
    (University of Michigan, Ann Arbor, MI)

  • David M. Drukker

    ()
    (StataCorp LP)

  • Ashley Holland

    ()
    (Grace College, Winona Lake, IN)

Abstract

The poparms command that implements two semiparametric estimators for multivalued treatment effects discussed in Cattaneo (J. Econometrics, 2010). The first is a properly reweighted inverse-probability weighted estimator and the second is an efficient-influence-function estimator which can be interpreted as having the double-robust property. Our implementation jointly estimates means and quantiles of the potential-outcome distributions allowing for multiple, discrete treatment levels. These estimators are then used to estimate a variety of multivalued treatment effects.

Download Info

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File URL: http://fmwww.bc.edu/repec/bocode/p/poparms.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/p/poparms.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/p/poparms_p.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/b/bfit.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/b/bfit.sthlp
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/l/lpoparms.mlib
File Function: Mata library
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File URL: http://fmwww.bc.edu/repec/bocode/s/spex.do
File Function: sample do-file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spex2.do
File Function: sample do-file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmdata.dta
File Function: sample data file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457511.

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Programming language: Stata
Requires: Stata version 12.1
Date of creation: 24 Aug 2012
Date of revision: 27 Nov 2012
Handle: RePEc:boc:bocode:s457511

Note: This module should be installed from within Stata by typing "ssc install poparms". 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: treatment effects; semiparametric estimation; ignorability; marginal mean treatment effect;

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