Estimating marginal treatment effects using parametric and semiparametric methods

Scott Brave and Thomas Walstrum

Stata Journal, 2014, vol. 14, issue 1, 191-217

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.

Keywords: margte; locpoly2; etregress; movestay; marginal treatment effect; average treatment effect; generalized Roy model; local instrumental variables (search for similar items in EconPapers)
Date: 2014
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