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CATERPILLAR: Stata module to generate confidence intervals, Bonferroni-corrected confidence intervals, and null distribution

Author

Listed:
  • Laura Bellows

    (Duke University)

  • Paul T. von Hippel

    (University of Texas at Austin)

Programming Language

Stata

Abstract

caterpillar takes a set of estimates and est standard errors se, along with a unique identifier id for each estimate. The estimates may represent the effects of different programs (as in von Hippel & Bellows, 2017) or the results of different studies (as in a meta-analysis). caterpillar outputs a "caterpillar plot" containing point estimates (sorted in ascending order), along with 95% pointwise confidence intervals, Bonferroni-corrected 95% confidence intervals, and an estimate of the null distribution. The null distribution represents what the distribution of estimates would look like under homogeneity -- i.e., if there were no differences between the effects, and the estimates differed only because of random estimation error.

Suggested Citation

  • Laura Bellows & Paul T. von Hippel, 2017. "CATERPILLAR: Stata module to generate confidence intervals, Bonferroni-corrected confidence intervals, and null distribution," Statistical Software Components S458360, Boston College Department of Economics, revised 02 Feb 2020.
    • Handle: RePEc:boc:bocode:s458360
    Note: This module should be installed from within Stata by typing "ssc install caterpillar". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/caterpillar.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/caterpillar.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/v/vonhippelbellows2018.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/caterpillar_replication.dta
    File Function: sample data file
    Download Restriction: no
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