POPARMS: Stata module for potential outcome parameter estimation

Matias Cattaneo, David Drukker and Ashley Holland ()
Additional contact information
Ashley Holland: Grace College, Winona Lake, IN

Statistical Software Components from Boston College Department of Economics

Abstract: The poparms command that implements two semiparametric estimators for multivalued treatment effects discussed in Cattaneo (J. Econometrics, 2010). The first is a properly reweighted inverse-probability weighted estimator and the second is an efficient-influence-function estimator which can be interpreted as having the double-robust property. Our implementation jointly estimates means and quantiles of the potential-outcome distributions allowing for multiple, discrete treatment levels. These estimators are then used to estimate a variety of multivalued treatment effects.

Language: Stata
Requires: Stata version 12.1
Keywords: treatment effects; semiparametric estimation; ignorability; marginal mean treatment effect (search for similar items in EconPapers)
Date: 2012-08-24, Revised 2012-11-27
Note: This module should be installed from within Stata by typing "ssc install poparms". 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/p/poparms.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poparms.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poparms_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bfit.sthlp program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lpoparms.mlib Mata library (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spex.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spex2.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmdata.dta sample data file (application/x-stata)

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