TREATREW: Stata module to estimate Average Treatment Effects by reweighting on propensity score

Giovanni Cerulli

Statistical Software Components from Boston College Department of Economics

Abstract: treatrew estimates Average Treatment Effects by reweighting on propensity score as proposed by Rosenbaum and Rubin (1983) in their seminal article. Depending on the model specified, treatrew provides consistent estimation of Average Treatment Effects under the hypothesis of "selection on observables". Conditional on a pre-specified set of observable exogenous variables x - thought of as those driving the non-random assignment to treatment - treatrew estimates the Average Treatment Effect (ATE), the Average Treatment Effect on Treated (ATET) and the Average Treatment Effect on Non-Treated (ATENT), as well as the estimates of these parameters conditional on the observable factors x (i.e., ATE(x), ATET(x) and ATENT(x)). Parameters standard errors are provided either analytically (following Wooldridge, 2010, p. 920-930) and via bootstrapping. treatrew assumes that the propensity score specification is correct.

Language: Stata
Requires: Stata version 11
Keywords: treatment; average treatment effects; propensity score (search for similar items in EconPapers)
Date: 2012-11-21, Revised 2012-12-18
Note: This module should be installed from within Stata by typing "ssc install treatrew". 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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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/treatrew.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/treatrew.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fertil2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/j/jtrain2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/t/treatrew.pdf documentation (application/pdf)

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