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Estimating marginal treatment effects using parametric and semiparametric methods

Author

Listed:
  • Scott Brave

    (Federal Reserve Bank of Chicago)

  • Thomas Walstrum

    (University of Illinois at Chicago
    Federal Reserve Bank of Chicago)

Abstract

We describe the new command margte, which computes marginal and average treatment effects for a model with a binary treatment and a continuous outcome given selection on unobservables and returns. Marginal treatment effects differ from average treatment effects in instances where the impact of treatment varies within a population in correlation with unobserved characteristics. Both parametric and semiparametric estimation methods can be used with margte, and we provide evidence from a Monte Carlo simulation for when each is preferable. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Scott Brave & Thomas Walstrum, 2014. "Estimating marginal treatment effects using parametric and semiparametric methods," Stata Journal, StataCorp LLC, vol. 14(1), pages 191-217, March.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:1:p:191-217
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