{smcl} {it:v. 1.0.0} {title:tsti} {p 4 4 2} {bf:tsti} Immediate application of the three-sided testing (TST) framework in Stata (Goeman, Solari, and Stijnen 2010) {title:Syntax} {p 8 8 2} {bf:tsti} {it:estimate} {it:se} {it:rope_lb} {it:rope_ub} [, df({it:real}) alpha({it:real})] {p 4 4 2}{bf:Arguments} {col 5}{it:Argument}{col 21}{it:Description} {space 4}{hline} {col 5}{it:estimate}{col 21}The estimate of interest. {col 5}{it:se}{col 21}The standard error of the estimate of interest. Must be > 0. {col 5}{it:rope_lb}{col 21}Lower bound of the region of practical equivalence (ROPE). Must be < rope_ub. {col 5}{it:rope_lb}{col 21}Upper bound of the region of practical equivalence (ROPE). Must be > rope_lb. {space 4}{hline} {p 4 4 2}{bf:Options} {col 5}{it:Option}{col 21}{it:Description} {space 4}{hline} {col 5}df({it:real}){col 21}Degrees of freedom of the estimate of interest. If specified, must be > 0. {col 5}{col 21}Exact (rather than asymptotically approximate) bounds and testing results are produced if this option is specified. {col 5}alpha({it:real}){col 21}The significance level of the test. Defaults to 0.05. If specified, it must be true that 0 < alpha < 0.5. {space 4}{hline} {title:Examples} *Load Natinal Longitudinal Survey of Young Women, 14-24 in 1968, and set up for imputation DID webuse nlswork, clear cap ssc install did_imputation gen year_u = year if union == 1 bysort idcode: egen union_year = min(year_u) *Run imputation DID and store effect of obtaining union membership on inflation-adjusted log wages and weekly work hours did_imputation ln_wage idcode year union_year, fe(idcode year) autosample local beta_ln_wage = r(table)[1, 1] local se_ln_wage = r(table)[2, 1] did_imputation hours idcode year union_year, fe(idcode year) autosample local beta_hours = r(table)[1, 1] local se_hours = r(table)[2, 1] *If we think that the smallest effect of unionization on weekly working hours that is practically meaningful is four hours... tsti `beta_ln_wage' `se_ln_wage' -4 4 *If we think that the smallest effect of unionization on wages that is practically meaningful is 5%... tsti `beta_ln_wage' `se_ln_wage' -.05129329 .05129329 *.05129329 = ln(1.05); mathematical expressions must be pre-evaluated as tsti only accepts numerics {title:Author} {p 4 4 2} Jack Fitzgerald {break} Vrije Universiteit Amsterdam and Tinbergen Institute {break} j.f.fitzgerald@vu.nl {break} {browse "https://jack-fitzgerald.github.io":https://jack-fitzgerald.github.io} {title:References} Fitzgerald, J. (2025). "The Need for Equivalence Testing in Economics". MetaArXiv, https://doi.org/10.31222/osf.io/d7sqr_v1. Goeman, J. J., Solari, A., and Stijnen, T. (2010). "Three-sided hypothesis testing: Simultaneous testing of superiority, equivalence and inferiority." Statistics in Medicine 29(20), 2117-2125. Isager, P. & Fitzgerald, J. (2024). "Three-Sided Testing to Establish Practical Significance: A Tutorial." PsyArXiv, https://doi.org/10.31234/osf.io/8y925.