ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles

Yuya Sasaki and Yulong Wang

Statistical Software Components from Boston College Department of Economics

Abstract: This command estimates quantile treatment effects (QTE) at extreme quantiles via changes in changes (CIC) based on Sasaki and Wang (2022). The designed setting requires that all the units are untreated in the first period (T=0), all the units in the control group (G=0) remain untreated in the second period (T=1), and all the units in the treatment group (G=1) receive treatments in the second period (T=1). The command assumes repeated cross-sections. To accommodate covariates, one can run preliminary regression of the outcome Y on covariates X. Replace Y with the residuals in the ecic command.

Language: Stata
Requires: Stata version 14.2
Keywords: quantile estimation; extreme quantiles; quantile treatment effects (search for similar items in EconPapers)
Date: 2023-04-10, Revised 2023-08-20
Note: This module should be installed from within Stata by typing "ssc install ecic". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/ecic.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ecic.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459194

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