LEEBOUNDS: Stata module for estimating Lee (2009) treatment effect bounds

Harald Tauchmann

Statistical Software Components from Boston College Department of Economics

Abstract: leebounds computes treatment effect bounds for samples with non-random sample selection/attrition as proposed by Lee (Review of Economic Studies, 2009). The lower and upper bound, respectively, correspond to extreme assumptions about the missing information that are consistent with the observed data. As opposed to parametric approaches to correcting for sample selection bias, such as the classical Heckman (1979) estimator, Lee (2009) bounds rest on very few assumptions, i.e. random assignment of treatment and monotonicity. Monotonicity means that the treatment status affects selection in just one direction. That is, receiving a treatment makes selection either more or less likely for any observation. In technical terms, the approach rests on a trimming procedure. Either from below or from above, the group (treatment, control) that suffers less from sample attrition is trimmed at the quantile of the outcome variable that corresponds to the share of 'excess observations' in this group. Calculating group differentials in mean outcome yields the lower and the upper bound, respectively, for the treatment effect depending on whether trimming is from below or above. leebounds assumes that it is unknown, a priori, which group (treatment, control) is subject to the higher selection probability and estimates this from data (see Lee, 2009:1090).

Language: Stata
Requires: Stata version 11
Keywords: sample selection bias; attrition bias; random assignment (search for similar items in EconPapers)
Date: 2012-06-21, Revised 2013-07-25
Note: This module should be installed from within Stata by typing "ssc install leebounds". 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.
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/leebounds.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/leebounds.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/dsug2012/desug12_tauchmann.pdf documentation (application/pdf)

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:s457477

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 ().