Stata 15 help for erm estat teffects

[ERM] estat teffects -- Average treatment effects for extended regression models

Syntax

estat teffects [, options]

options Description ------------------------------------------------------------------------- ate estimate average treatment effect; the default atet estimate average treatment effect on the treated pomean estimate potential-outcome mean tlevel(numlist) calculate treatment effects or potential-outcome means for specified treatment levels outlevel(numlist) calculate treatment effects or potential-outcome means for specified levels of ordinal dependent variable subpop(subspec) estimate for subpopulation

level(#) set confidence level; default is level(95) display_options control columns and column formats, row spacing, line width and factor-variable labeling -------------------------------------------------------------------------

Menu

Statistics > Postestimation

Description

estat teffects estimates the average treatment effect, average treatment effect on the treated, and potential-outcome mean for ERMs.

Options

ate estimates the average treatment effect (ATE). This is the default.

atet estimates the average treatment effect on the treated (ATET). For binary treatments, the ATET is reported for the treated group subpopulation. For ordinal treatments, by default, the ATET is reported for the first noncontrol treatment group subpopulation. You can use the subpop() option to calculate the ATET for a different treatment group.

pomean estimates the potential-outcome mean (POM).

tlevel(numlist) specifies the treatment levels for which treatment effects or POMs are calculated. By default, the treatment effects are computed for all noncontrol treatment levels, and the POMs are computed for all treatment levels.

outlevel(numlist) specifies the levels of the ordinal dependent variable for which treatment effects or POMs are to be calculated. By default, treatment effects or POMs are computed for all levels of the ordinal dependent variable. This option is only available after eoprobit.

subpop([varname] [if]) specifies the subpopulation for which the ATE, ATET, and POM are calculated. The subpopulation is identified by the indicator variable, by the if expression, or by both. A 0 indicates that the observation be excluded, a nonzero indicates that it be included, and a missing value indicates that it be treated as outside of the population (and thus ignored). For instance, for an ordinal treatment trtvar with levels 1, 2, and 3, you can specify subpop(if trtvar==3) to obtain the ATETs for trtvar = 3.

level(#) specifies the confidence level, as a percentage, for confidence intervals. The default is level(95) or as set by set level.

display_options: noci, nopvalues, vsquish, nofvlabel, fvwrap(#), fvwrapon(style), cformat(fmt), pformat(%fmt), sformat(%fmt), and nolstretch.

noci suppresses confidence intervals from being reported in the coefficient table.

nopvalues suppresses p-values and their test statistics from being reported in the coefficient table.

vsquish specifies that the blank space separating factor-variable terms or time-series-operated variables from other variables in the model be suppressed.

nofvlabel displays factor-variable level values rather than attached value labels. This option overrides the fvlabel setting; see [R] set showbaselevels.

fvwrap(#) allows long value labels to wrap the first # lines in the coefficient table. This option overrides the fvwrap setting; see [R] set showbaselevels.

fvwrapon(style) specifies whether value labels that wrap will break at word boundaries or break based on available space.

fvwrapon(word), the default, specifies that value labels break at word boundaries.

fvwrapon(width) specifies that value labels break based on available space.

This option overrides the fvwrapon setting; see [R] set showbaselevels.

cformat(%fmt) specifies how to format estimates, standard errors, and confidence limits in the estimates table. The maximum format width is 9.

pformat(%fmt) specifies how to format p-values in the estimates table. The maximum format width is 5.

sformat(%fmt) specifies how to format test statistics in the estimates table. The maximum format width is 8.

nolstretch specifies that the width of the estimates table not be automatically widened to accommodate longer variable names. The default, lstretch, is to automatically widen the estimates table up to the width of the Results window. To change the default, use set lstretch off. nolstretch is not shown in the dialog box.

Examples

Setup . webuse wageed . eregress wage c.age##c.age tenure, extreat(college) vce(robust)

Average treatment effect on the treated . estat teffects, atet

Average treatment effect . estat teffects

Stored results

estat teffects stores the following in r():

Macros r(vce) vcetype specified in vce() r(vcetype) title used to label Std. Err. r(clustvar) name of cluster variable

Matrices r(b) estimates r(V) variance-covariance matrix of the estimates r(table) matrix containing the estimates with their standard errors, test statistics, p-values, and confidence intervals


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