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MFELOGIT: Stata module to estimate marginal effects (AME) and average treatment effects (ATE) in fixed effect logit models

Laurent Davezies, Xavier D'Haultfoeuille, Christophe Gaillac () and Louise Laage ()
Additional contact information
Christophe Gaillac: CREST
Louise Laage: Georgetown University

Statistical Software Components from Boston College Department of Economics

Abstract: mfelogit implements the estimators of the sharp bounds on the AME and the related confidence intervals on the AME and ATE from Davezies et al. (DDL hereafter). It also implements the second method proposed in DDL, which is faster to compute but may result in larger confidence intervals. When the covariate is binary, the command computes the ATE; otherwise it computes the AME.

Language: Stata
Requires: Stata version 15
Keywords: logit; fixed effects; AME; ATE (search for similar items in EconPapers)
Date: 2021-07-09
Note: This module should be installed from within Stata by typing "ssc install mfelogit". 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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mfelogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mfelogit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mfelogit-example.do sample code (text/plain)

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