BBANDITS: Stata module to Estimate Batched OLS for Multi-Armed Bandits

Jan Kemper and Davud Rostam-Afschar

Statistical Software Components from Boston College Department of Economics

Abstract: This package provides tools for implementing and analyzing batched multi-armed bandit experiments in Stata. It supports adaptive treatment allocation across batches using several assignment algorithms, including ε-first, ε-greedy, and Thompson sampling. For estimation, the package implements heteroskedasticity-robust batched OLS (BOLS). The package also includes commands to simulate batched bandit designs, implement allocation rules, and evaluate experimental performance.

Language: Stata
Requires: Stata version 17
Keywords: Randomized controlled trial; causal inference; multi-armed bandits; experimental design; machine learning (search for similar items in EconPapers)
Date: 2026-03-07
Note: This module should be installed from within Stata by typing "ssc install bbandits". 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/b/bbandits.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_initialize.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_sim.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_update.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_initialize.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_sim.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_update.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_functions.py program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bbandits_example.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gaul_et_al_2024.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/k/kasy_sautmann_2021.dta sample data file (application/x-stata)

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