SCUL: Stata module to implement regularized synthetic control (using LASSO) estimators for single and multiple-treated unit settings

Jared Greathouse ()
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Jared Greathouse: Georgia State University

Statistical Software Components from Boston College Department of Economics

Abstract: scul is adapted from the R code by Hollingsworth and Wing (2021). It uses LASSO estimators to impute counterfactuals as described by Abadie (2003,2010,2021), that is, a framework of comparative case studies. It uses LASSO to learn the underlying data generating process of the treated unit using the donor pool's outcomes, and then projects the counterfactual. scul has syntaxes for single-treatments and staggered implementation.

Language: Stata
Requires: Stata version 17 and distinct, greshape, coefplot, lassopack, tabstatmat, schemepack from SSC (q.v.)
Keywords: synthetic control; multiple treatment; lasso (search for similar items in EconPapers)
Date: 2022-07-26, Revised 2022-08-21
Note: This module should be installed from within Stata by typing "ssc install scul". 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/s/scul.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scul.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scul_Taxes.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_Stadium.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_Reunification.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_p99_region.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_invasion.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_bp.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scul_basque.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/p/placebos_scul.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/GasHoliday.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/scultest.do sample do-file (text/plain)

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