RCM: Stata module to implement regression control method / panel data approach to program evaluation

Guanpeng Yan () and Qiang Chen
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Guanpeng Yan: Shandong University

Statistical Software Components from Boston College Department of Economics

Abstract: rcm effectively implements regression control method (RCM), aka a panel data approach for program evaluation (Hsiao et al., J. Ap. Met. 2012), which exploits cross-sectional correlation to construct counterfactual outcomes for a single treated unit by linear regression (OLS), lasso or post-lasso OLS. Covariates (indepvars) are allowed to further improve prediction as proposed by Hsiao and Zhou (J. Ap. Met., 2019). rcm also supports placebo tests using fake treatment unit and/or time for statistical inferences. For a detailed guidence to the usage of rcm, you are referred to Yan and Chen (2021).

Language: Stata
Requires: Stata version 16
Keywords: regression control; program evaluation; placebo tests (search for similar items in EconPapers)
Date: 2021-08-13, Revised 2023-01-12
Note: This module should be installed from within Stata by typing "ssc install rcm". 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/r/rcm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcm.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/growth.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/repgermany.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/rcm_example1.do sample code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcm_example2.do sample code (text/plain)

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