*! version 1.0 22feb2014

help estrat

Title

estrat -- Endogenous Stratification for Randomized Experiments.

Syntax

estrat depvar treatment predictors
[if] [in]
[,
options]

groups(real) specifies the number of sub-groups

cov(varlist) specifies covariates used when estimating treatment effects

reps(real) specifies the number of repeated split sample (RSS) repetitions

boot(real) specifies the number of bootstrap repetitions

loo_only instructs the program to only estimate leave-one-out (LOO) results.

rss_only instructs the program to only estimate repeated-split-sample (RSS) results.

savegroup saves the group number assigned to each observation in the LOO calculation.

Description

estrat implements leave-one-out (LOO) and repeated split sample (RSS) estimators for randomized experiments. For further details see Abadie, Chingos, and West (2013).

Required

depvar varname that specifies the dependent variable.

treatment varname that specifies the treatment indicator (binary).

predictors varlist that specifies the variables used to generate predicted outcomes.

Options

groups specifies the number of sub-groups for which to predict outcomes. Defaults to 3.

cov specifies which covariates to use, if any, when estimating the treatment effect.

reps(real) specifies the number of repeated split sample (RSS) repetitions. Defaults to 100.

boot(real) specifies the number of bootstrap repetitions. Defaults to 100.

loo_only instructs the program to only estimate leave-one-out (LOO) results.

rss_only instructs the program to only estimate repeated-split-sample (RSS) results.

savegroup saves the group number assigned to each observation in the LOO calculation in the variable "estrat_loo_group"

Examples

Load example data
. use jtpa.dta

Basic syntax
. estrat earnings assignmt prevearn
. estrat earnings assignmt prevearn, groups(4)

By default, estrat calculates unadjusted treatment effects. This can be modified by specifying the covariate option
. estrat earnings assignmt prevearn, cov(prevearn age)

Adjusting the number of repetitions
. estrat earnings assignmt prevearn age, rep(200) boot(500)

Saved results

By default, estrat ereturns the following results, which can be displayed by typing ereturn list after
estrat is finished (also see ereturn).

Scalars

e(groups) the number of groups

e(rssrep) the number of RSS reps

e(bootrep) the number of bootstrap reps

e(treated) the number of treated observations

e(untreated) the number of untreated observations

Macros

e(covariates) list of covariates

e(predictors) list of predictors

e(treatment) the treatment indicator

e(depvar) the dependent variable

Matrices

e(RSS_C) RSS coefficients

e(RSS_SE) RSS bootstrapped standard errors

e(LOO_C) LOO coefficients

e(LOO_SE) LOO bootstrapped standard errors

References

Abadie, A. Chingos, M. West, M. 2013. "Endogenous Stratification in Randomized Experiments". NBER Working Paper.

Package Author

Jeremy Ferwerda, ferwerda@mit.edu