PSESTIMATE: Stata module to estimate the propensity score proposed by Imbens and Rubin

Alvaro Carril ()

Statistical Software Components from Boston College Department of Economics

Abstract: The psestimate command estimates the propensity score proposed by Imbens and Rubin ( Causal Inference in Statistics, Social, and Biomedical Sciences. 2015). In particular, it implements the algorithm outlined by Imbens (J. Human Resources, 2015), which estimates the propensity score for a binary dependent variable indicating treatment status. The main purpose of the program is to select a quadratic (or linear) function of covariates to include in the estimation function of the propensity score.

Language: Stata
Requires: Stata version 11
Keywords: propensity sctore; Imbens; Rubin; treatment (search for similar items in EconPapers)
Date: 2016-05-16, Revised 2017-04-13
Note: This module should be installed from within Stata by typing "ssc install psestimate". 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/psestimate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psestimate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/replicate_lalonde.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nswre74.dta sample data file (application/x-stata)

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