TROP: Stata module implementing Triply Robust Panel Estimator

Xuanyu Cai () and Wenli Xu ()
Additional contact information
Xuanyu Cai: City University of Macau
Wenli Xu: City University of Macau

Statistical Software Components from Boston College Department of Economics

Abstract: trop implements the Triply Robust Panel (TROP) estimator proposed by Athey, Imbens, Qu, and Viviano (2025) for estimating the average treatment effect on the treated (ATT) in panel data settings. The estimator combines unit weights, time weights, and a nuclear-norm regularized low-rank factor model to predict counterfactual outcomes for treated unit-time pairs. The triple robustness property (Theorem 5.1) ensures that the bias of the estimator is bounded by the product of three components: unit imbalance, time imbalance, and misspecification of the regression adjustment. The estimator is consistent if any one of the three components is zero (Corollary 1).

Language: Stata
Requires: Stata version 17
Keywords: panel data; triply robust estimator (search for similar items in EconPapers)
Date: 2026-07-09, Revised 2026-07-13
Note: This module should be installed from within Stata by typing "ssc install trop". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/trop.ado
http://fmwww.bc.edu/repec/bocode/t/trop.sthlp
http://fmwww.bc.edu/repec/bocode/t/trop_backend_select.mata
http://fmwww.bc.edu/repec/bocode/t/trop_bootstrap_diagnostics.mata
http://fmwww.bc.edu/repec/bocode/t/trop_bootstrap.ado
http://fmwww.bc.edu/repec/bocode/t/trop_check.ado
http://fmwww.bc.edu/repec/bocode/t/trop_constants.mata
http://fmwww.bc.edu/repec/bocode/t/trop_data_transfer.mata
http://fmwww.bc.edu/repec/bocode/t/trop_data.ado
http://fmwww.bc.edu/repec/bocode/t/trop_ereturn_store.mata
http://fmwww.bc.edu/repec/bocode/t/trop_estat_bootstrap.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_factors.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_helpers.mata
http://fmwww.bc.edu/repec/bocode/t/trop_estat_loocv.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_sensitivity.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_summarize.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_triplerob.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_vce.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat_weights.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat.ado
http://fmwww.bc.edu/repec/bocode/t/trop_estat.sthlp
http://fmwww.bc.edu/repec/bocode/t/trop_eventstudy.mata
http://fmwww.bc.edu/repec/bocode/t/trop_handle_error.ado
http://fmwww.bc.edu/repec/bocode/t/trop_lambda_grid.mata
http://fmwww.bc.edu/repec/bocode/t/trop_linux_x64.plugin
http://fmwww.bc.edu/repec/bocode/t/trop_loocv_validation.mata
http://fmwww.bc.edu/repec/bocode/t/trop_macos_arm64.plugin
http://fmwww.bc.edu/repec/bocode/t/trop_macos_x64.plugin
http://fmwww.bc.edu/repec/bocode/t/trop_main.mata
http://fmwww.bc.edu/repec/bocode/t/trop_p.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_alpha.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_beta.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_fitted.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_mu.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_residuals.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_te.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_validate.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_y0.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict_y1.ado
http://fmwww.bc.edu/repec/bocode/t/trop_predict.sthlp
http://fmwww.bc.edu/repec/bocode/t/trop_rust_interface.mata
http://fmwww.bc.edu/repec/bocode/t/trop_validate.ado
http://fmwww.bc.edu/repec/bocode/t/trop_validation.mata
http://fmwww.bc.edu/repec/bocode/t/trop_windows_x64.plugin
http://fmwww.bc.edu/repec/bocode/_/_trop_attach_idnames.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_cleanup_vars.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_deploy_data.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_estat_distance.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_estat_eventstudy.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_estat_mht.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_estat_pretrend.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_estat_table.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_load_mata.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_load_plugin.ado
Our link check indicates that this URL is bad, the error code is: 404 Not Found
http://fmwww.bc.edu/repec/bocode/_/_trop_set_grid.ado
http://fmwww.bc.edu/repec/bocode/_/_trop_validate_params.ado
http://fmwww.bc.edu/repec/bocode/l/load_mata_once.do
http://fmwww.bc.edu/repec/bocode/l/ltrop.mlib
http://fmwww.bc.edu/repec/bocode/c/compile_all.do
http://fmwww.bc.edu/repec/bocode/b/basque_gdp.dta
http://fmwww.bc.edu/repec/bocode/c/cps_logwage.dta
http://fmwww.bc.edu/repec/bocode/c/cps_urate.dta
http://fmwww.bc.edu/repec/bocode/g/germany_gdp.dta
http://fmwww.bc.edu/repec/bocode/p/pwt_loggdp.dta
http://fmwww.bc.edu/repec/bocode/s/smoking_packs.dta

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459786

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().