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treatrew: A user-written command for estimating average treatment effects by reweighting on the propensity score

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  • Giovanni Cerulli

    (Ceris-CNR)

Abstract

Reweighting is a popular statistical technique to deal with inference in the presence of a nonrandom sample, and various reweighting estimators have been proposed in the literature. This article presents the user-written command treatrew, which implements reweighting on the propensity-score estimator as proposed by Rosenbaum and Rubin (1983, Biometrika 70: 41–55) in their seminal article. The main contribution of this command lies in providing analytical standard errors for the average treatment effects in the whole population, in the subpopulation of the treated, and in that of the untreated. Standard errors are calculated using the approximation suggested by Wooldridge (2010, 920–930, Econometric Analysis of Cross Section and Panel Data [MIT Press]), but bootstrapped standard errors can also be easily computed. Because an implementation of this estimator with analytic standard errors and nonnormalized weights is missing in Stata, this article and the accompanying ado-file aim to provide the community with an easy-to-use method for reweighting on the propensity-score. The estimator proves to be a valuable tool for estimating average treatment effects under selection on observables. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Giovanni Cerulli, 2014. "treatrew: A user-written command for estimating average treatment effects by reweighting on the propensity score," Stata Journal, StataCorp LP, vol. 14(3), pages 541-561, September.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:3:p:541-561
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    Cited by:

    1. Dominik Boddin & Horst Raff & Natalia Trofimenko, 2017. "Foreign ownership and the export and import propensities of developing-country firms," The World Economy, Wiley Blackwell, vol. 40(12), pages 2543-2563, December.
    2. Seonho Shin, 2022. "Evaluating the Effect of the Matching Grant Program for Refugees: An Observational Study Using Matching, Weighting, and the Mantel-Haenszel Test," Journal of Labor Research, Springer, vol. 43(1), pages 103-133, March.
    3. Chalmers K. Mulwa & Simon Heck & Joyce Maru & Josephine Mwema & Hugo Campos, 2023. "Effect of nutrition awareness on utilization of Orange Fleshed Sweetpotato among vulnerable populations in Kenya," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 15(2), pages 479-491, April.
    4. Ricardo Medeiros de Castro, 2021. "Documento de Trabalho 01/2021- The problematic binary approach to the concept of dominance," Documentos de Trabalho 2021010, Conselho Administrativo de Defesa Econômica (Cade), Departamento de Estudos Econômicos.
    5. Ricardo Medeiros de Castro, 2021. "Documento de Trabalho 001/2021- The problematic binary approach to the concept of dominance," Documentos de Trabalho 12021, Conselho Administrativo de Defesa Econômica (Cade), Departamento de Estudos Econômicos.

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