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DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method

Author

Listed:
  • Sokbae Lee

    (Columbia University)

  • Ryo Okui

    (Seoul National University)

  • Yoon-Jae Whang

    (Seoul National University)

  • Heejun Lee

    (Seoul National University)

Programming Language

Stata

Abstract

drcate is a stata module to implement procedures to estimate and plot conditional average treatment effect functions with uniform confidence bands. It provides functions to implement procedures developed in Lee, Okui and Whang (2017, Journal of Applied Econometrics). It estimates the conditional average treatment effect function using the augmented inverse probability weighting estimator. The propensity score is modeled as either logit or probit and the regression functions for the potential outcomes are modeled as linear regressions. The local linear regression is used to estimate the conditional average treatment effect function. The module plots the estimated function with uniform confidence bands. This package provides two commands: drcate and drcatecv. The difference between these two is that the default bandwidth for drcate is based on the rule-of-thumb for drcate while it is based on cross-validation for drcatecv.

Suggested Citation

  • Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee, 2020. "DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method," Statistical Software Components S458751, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458751
    Note: This module should be installed from within Stata by typing "ssc install drcate". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/d/drcate.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/drcate.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/drcatecv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/drcatecv.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/drcate_illustration.do
    File Function: sample file
    Download Restriction: no
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