DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method

Sokbae (Simon) Lee, Ryo Okui, Yoon-Jae Whang and Heejun Lee ()
Additional contact information
Heejun Lee: Seoul National University

Statistical Software Components from Boston College Department of Economics

Abstract: drcate is a stata module to implement procedures to estimate and plot conditional average treatment effect functions with uniform confidence bands. It provides functions to implement procedures developed in Lee, Okui and Whang (2017, Journal of Applied Econometrics). It estimates the conditional average treatment effect function using the augmented inverse probability weighting estimator. The propensity score is modeled as either logit or probit and the regression functions for the potential outcomes are modeled as linear regressions. The local linear regression is used to estimate the conditional average treatment effect function. The module plots the estimated function with uniform confidence bands. This package provides two commands: drcate and drcatecv. The difference between these two is that the default bandwidth for drcate is based on the rule-of-thumb for drcate while it is based on cross-validation for drcatecv.

Language: Stata
Requires: Stata version 14; version 15 for drcatecv
Keywords: Treatment effect; Conditional average treatment effect; Double robustness; Augmented inverse probability weighting; Uniform confidence bands (search for similar items in EconPapers)
Date: 2020-04-03
Note: This module should be installed from within Stata by typing "ssc install drcate". 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/d/drcate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drcate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drcatecv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drcatecv.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drcate_illustration.do sample file (text/plain)

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