XTTEIFECI: Stata module to provide Estimation and Inference of Treatment Effects through a Factor-Based Approach

Guanpeng Yan (), Xingyu Li (), Yan Shen () and Qiankun Zhou
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Guanpeng Yan: Shandong University of Finance and Economics
Xingyu Li: Peking University
Yan Shen: Peking University

Statistical Software Components from Boston College Department of Economics

Abstract: xtteifeci is designed for estimation and inference of treatment effects and provides nonparametric confidence intervals for panel data models with interactive fixed effects as proposed by Li et al. (2024), which augments the works of Gobillon and Magnac (2016), Xu (2017), and Bai and Ng (2021). xtteifeci supports statistical inference through reporting confidence intervals and p-values, applicable to models with diverse specifications, including those with or without covariates and/or nonstationary trends. For detailed guidance on the usage of xtteifeci, see Yan et al. (2024).

Language: Stata
Requires: Stata version 17
Keywords: treatment effects; factor approach; nonparametric confidence intervals (search for similar items in EconPapers)
Date: 2024-03-12, Revised 2024-08-17
Note: This module should be installed from within Stata by typing "ssc install xtteifeci". 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/x/xtteifeci.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtteifeci.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtteifeci_example.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/growth2.dta supplementary data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/smoking2.dta supplementary data file (application/x-stata)

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