*! version 1 2024-12-13

Title

multisite_varITT -- Estimates and conducts inference on the variance of ITTs across sites in multi-site randomized trials,
and provides the ratio of the standard deviation of ITTs across sites to the average ITT, see Section 4.1 of de Chaisemartin & Deeb (2024).
The command can also be used to estimate the variance of ITT effects across strata in stratified RCTs.

Syntax

multisite_varITT outcome instrument site [if] [aweight]

Description

outcome is the dependent variable of interest.

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 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.

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.

Bingxue Li, Sciences Po.

Contact

adeeb1@worldbank.org
bingxue.li@sciencespo.fr
chaisemartin.packages@gmail.com