HETTREATREG: Stata module to compute diagnostics for linear regression when treatment effects are heterogeneous

Tymon Słoczyński

Statistical Software Components from Boston College Department of Economics

Abstract: hettreatreg represents OLS estimates of the effect of a binary treatment as a weighted average of the average treatment effect on the treated (ATT) and the average treatment effect on the untreated (ATU). The program estimates the OLS weights on these parameters, computes the associated model diagnostics, and reports the implicit OLS estimate of the average treatment effect (ATE). See Sloczynski (2019) for the underlying theoretical results and further details.

Language: Stata
Requires: Stata version 12.1
Keywords: heterogeneity; linear regression; model diagnostics; model misspecification; ordinary least squares; propensity score; treatment effects (search for similar items in EconPapers)
Date: 2019-11-23, Revised 2023-01-24
Note: This module should be installed from within Stata by typing "ssc install hettreatreg". 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/h/hettreatreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hettreatreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nswcps.dta sample data file (application/x-stata)

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