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

Author

Listed:
  • Guanpeng Yan

    (Shandong University of Finance and Economics)

  • Xingyu Li

    (Peking University)

  • Yan Shen

    (Peking University)

  • Qiankun Zhou

    (Louisiana State University)

Programming Language

Stata

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).

Suggested Citation

  • Guanpeng Yan & Xingyu Li & Yan Shen & Qiankun Zhou, 2024. "XTTEIFECI: Stata module to provide Estimation and Inference of Treatment Effects through a Factor-Based Approach," Statistical Software Components S459301, Boston College Department of Economics, revised 17 Aug 2024.
    • Handle: RePEc:boc:bocode:s459301
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtteifeci.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtteifeci.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtteifeci_example.do
    File Function: sample do-file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/growth2.dta
    File Function: supplementary data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/smoking2.dta
    File Function: supplementary data file
    Download Restriction: no
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