Randomization inference with Stata: A guide and software

Simon Heß

Stata Journal, 2017, vol. 17, issue 3, 630-651

Abstract: Randomization inference or permutation tests are only sporadically used in economics and other social sciences—this despite a steep increase in ran- domization in field and laboratory experiments that provide perfect experimental setups for applying randomization inference. In the context of causal inference, such tests can handle problems often faced by applied researchers, including issues arising in the context of small samples, stratified or clustered treatment assign- ments, or nonstandard randomization techniques. Standard statistical software packages have either no implementation of randomization tests or very basic im- plementations. Whenever researchers use randomization inference, they regularly code individual program routines, risking inconsistencies and coding mistakes. In this article, I show how randomization inference can best be conducted in Stata and introduce a new command, ritest, to simplify such analyses. I illustrate this approach’s usefulness by replicating the results in Fujiwara and Wantchekon (2013, American Economic Journal: Applied Economics 5: 241–255) and running simulations. The applications cover clustered and stratified assignments, with varying cluster sizes, pairwise randomization, and the computation of nonapprox- imate p-values. The applications also touch upon joint hypothesis testing with randomization inference.

Keywords: ritest; randomization inference; permutation tests; treatment effects; causal inference (search for similar items in EconPapers)
Date: 2017
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj17-3/st0489/
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (103)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0489 link to article purchase

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:tsj:stataj:y:17:y:2017:i:3:p:630-651

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().