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ALLSYNTH: Stata module to automate estimation of (i) bias-corrected synthetic control gaps ("treatment effects")

Author

Listed:
  • Justin C. Wiltshire

    (University of California, Davis)

Programming Language

Stata

Abstract

allsynth is a wrapper for the synth command which automates the implementation of several additional features. The primary extensions are: (1) automated estimation of "bias-corrected" synthetic control gaps to adjust for discrepancies in predictor variable values between a treated unit and its donor pool, proposed by Abadie and L'Hour (2021) and Ben-Michael, Feller and Rothstein (2021); (2) automated estimation RMSPE-ranked p-values based on in-space placebo tests (for "classic" and "bias-corrected" specifications) in which treatment status is randomly permuted across untreated units (Abadie, Diamond and Hainmueller (2015)); (3) automated estimation of a "stacked" synthetic control estimator with many treated units and potentially staggered treatment timing (Dube and Zipperer (2015), Wiltshire (2021)), yielding estimates of the average treatment effects and (if desired) associated RMSPE-ranked p-values for both classic and bias-corrected specifications; and (4) greatly expanded automated graphing capability. allsynth also provides additional diagnostics and warnings to help practitioners with its usage.

Suggested Citation

  • Justin C. Wiltshire, 2022. "ALLSYNTH: Stata module to automate estimation of (i) bias-corrected synthetic control gaps ("treatment effects")," Statistical Software Components S459076, Boston College Department of Economics, revised 07 May 2022.
    • Handle: RePEc:boc:bocode:s459076
    Note: This module should be installed from within Stata by typing "ssc install allsynth". 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/a/allsynth.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/allsynth.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/synth_smoking.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/allsynth_walmart.dta
    File Function: sample data file
    Download Restriction: no
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