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TREATREW: Stata module to estimate Average Treatment Effects by reweighting on propensity score

Author

Listed:
  • Giovanni Cerulli

    (Ceris-CNR)

Programming Language

Stata

Abstract

treatrew estimates Average Treatment Effects by reweighting on propensity score as proposed by Rosenbaum and Rubin (1983) in their seminal article. Depending on the model specified, treatrew provides consistent estimation of Average Treatment Effects under the hypothesis of "selection on observables". Conditional on a pre-specified set of observable exogenous variables x - thought of as those driving the non-random assignment to treatment - treatrew estimates the Average Treatment Effect (ATE), the Average Treatment Effect on Treated (ATET) and the Average Treatment Effect on Non-Treated (ATENT), as well as the estimates of these parameters conditional on the observable factors x (i.e., ATE(x), ATET(x) and ATENT(x)). Parameters standard errors are provided either analytically (following Wooldridge, 2010, p. 920-930) and via bootstrapping. treatrew assumes that the propensity score specification is correct.

Suggested Citation

  • Giovanni Cerulli, 2012. "TREATREW: Stata module to estimate Average Treatment Effects by reweighting on propensity score," Statistical Software Components S457559, Boston College Department of Economics, revised 18 Dec 2012.
    • Handle: RePEc:boc:bocode:s457559
    Note: This module should be installed from within Stata by typing "ssc install treatrew". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/t/treatrew.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/treatrew.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fertil2.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/j/jtrain2.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/treatrew.pdf
    File Function: documentation
    Download Restriction: no
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    Citations

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    Cited by:

    1. Wenjie Chen & Heiwai Tang, 2014. "The Dragon Is Flying West: Micro-level Evidence of Chinese Outward Direct Investment," Asian Development Review, MIT Press, vol. 31(2), pages 109-140, September.

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