*! version 1 2024-12-13

Title

multisite_varLATE -- Estimates and conducts inference on the variance of LATEs across sites in multi-site randomized trials
studied in de Chaisemartin & Deeb (2024), and provides the ratio of the standard deviation of LATEs across sites to the average LATE.
The command can also be used to estimate the variance of LATEs across strata in stratified RCTs.

Syntax

multisite_varLATE outcome treatment instrument site [if] [aweight]

Description

outcome is the dependent variable of interest.

treatment is an indicator variable for whether a unit is treated

instrument is an indicator variable for whether a unit is assigned to treatment

site is a numeric variable identifying each site/stratum.

FAQ

What are the data requirements and assumptions required to use this command?

The command requires that the data be from a multi-site (stratified) randomized experiment, with at least two units assigned to treatment and control per site (stratum). As such, the command automatically drops any sites (strata) not satisfying this requirement.
Estimating the variance of LATEs across sites requires additional assumptions, please refer to Assumption 5 in Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site

The results in the paper allow for weights w_s, what w_s does the command use?

The command automatically weights each site by its sample size: w_s=n_s/n

What does [aweight] do then?

[aweight] allows to use weights to estimate the ITT effects in each site, and the variance of those effects. [aweight] does not affect w_s.

References

de Chaisemartin, C and Deeb, A (2024).
Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site.

Authors

Clément de Chaisemartin, Sciences Po.

Antoine Deeb, World Bank.

Contact

adeeb1@worldbank.org
chaisemartin.packages@gmail.com