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MFELOGIT: Stata module to estimate marginal effects (AME) and average treatment effects (ATE) in fixed effect logit models

Author

Listed:
  • Laurent Davezies

    (CREST)

  • Xavier D'Haultfoeuille

    (CREST)

  • Christophe Gaillac

    (CREST)

  • Louise Laage

    (Georgetown University)

Programming Language

Stata

Abstract

mfelogit implements the estimators of the sharp bounds on the AME and the related confidence intervals on the AME and ATE from Davezies et al. (DDL hereafter). It also implements the second method proposed in DDL, which is faster to compute but may result in larger confidence intervals. When the covariate is binary, the command computes the ATE; otherwise it computes the AME.

Suggested Citation

  • Laurent Davezies & Xavier D'Haultfoeuille & Christophe Gaillac & Louise Laage, 2021. "MFELOGIT: Stata module to estimate marginal effects (AME) and average treatment effects (ATE) in fixed effect logit models," Statistical Software Components S458969, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458969
    Note: This module should be installed from within Stata by typing "ssc install mfelogit". 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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/m/mfelogit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mfelogit.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mfelogit-example.do
    File Function: sample code
    Download Restriction: no
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    More about this item

    Keywords

    logit; fixed effects; AME; ATE; Stata;
    All these keywords.

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