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POPARMS: Stata module for potential outcome parameter estimation

Author

Listed:
  • Matias D. Cattaneo

    (Department of Operations Research and Financial Engineering, Princeton University)

  • David M. Drukker

    (StataCorp LP)

  • Ashley Holland

    (Grace College, Winona Lake, IN)

Programming Language

Stata

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.

Suggested Citation

  • Matias D. Cattaneo & David M. Drukker & Ashley Holland, 2012. "POPARMS: Stata module for potential outcome parameter estimation," Statistical Software Components S457511, Boston College Department of Economics, revised 27 Nov 2012.
    • Handle: RePEc:boc:bocode:s457511
    Note: This module should be installed from within Stata by typing "ssc install poparms". 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

    Download full text from publisher

    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
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/poparms_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/bfit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/bfit.sthlp
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lpoparms.mlib
    File Function: Mata library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spex.do
    File Function: sample do-file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spex2.do
    File Function: sample do-file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmdata.dta
    File Function: sample data file
    Download Restriction: no
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