Exploring marginal treatment effects: Flexible estimation using Stata

Martin Andresen

Stata Journal, 2018, vol. 18, issue 1, 118-158

Abstract: In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE) allow us to go beyond local average treatment effects and estimate the whole distribution of effects. In this article, I survey the theory behind MTE and introduce the package mtefe, which uses several estimation methods to fit MTE models. This package provides important improvements and flexibility over existing packages such as margte (Brave and Walstrum, 2014, Stata Journal 14: 191–217) and calculates various treatment-effect parameters based on the results. I illustrate the use of the package with examples.

Keywords: mtefe; margte; heterogeneity; marginal treatment effects; instrumental variables (search for similar items in EconPapers)
Date: 2018
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