Stata 15 help for eteffects

[TE] eteffects -- Endogenous treatment-effects estimation

Syntax

eteffects (ovar omvarlist [, omodel noconstant]) (tvar tmvarlist [, noconstant]) [if] [in] [weight] [, stat options]

ovar is the depvar of the outcome model.

omvarlist is the list of exogenous indepvars in the outcome model.

tvar is the binary treatment variable.

tmvarlist is the list of covariates that predict treatment assignment.

omodel Description ------------------------------------------------------------------------- Model linear linear outcome model; the default fractional fractional probit outcome model probit probit outcome model exponential exponential-mean outcome model -------------------------------------------------------------------------

stat Description ------------------------------------------------------------------------- Model ate estimate average treatment effect in population; the default atet estimate average treatment effect on the treated pomeans estimate potential-outcome means -------------------------------------------------------------------------

options Description ------------------------------------------------------------------------- Model noconstant suppress constant term

SE/Robust vce(vcetype) vcetype may be robust, cluster clustvar, bootstrap, or jackknife

Reporting level(#) set confidence level; default is level(95) aequations display auxiliary-equation results display_options control columns and column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling

Maximization maximize_options control the maximization process; seldom used

Advanced pstolerance(#) set tolerance for overlap assumption osample(newvar) generate newvar to mark observations that violate the overlap assumption

coeflegend display legend instead of statistics ------------------------------------------------------------------------- omvarlist and tmvarlist may contain factor variables; see fvvarlists. bootstrap, by, jackknife, and statsby are allowed; see prefix. Weights are not allowed with the bootstrap prefix. fweights, iweights, and pweights are allowed; see weight. coeflegend does not appear in the dialog box. See [TE] eteffects postestimation for features available after estimation.

Menu

Statistics > Treatment effects > Endogenous treatment > Control function estimator > Continuous outcomes

Statistics > Treatment effects > Endogenous treatment > Control function estimator > Binary outcomes

Statistics > Treatment effects > Endogenous treatment > Control function estimator > Count outcomes

Statistics > Treatment effects > Endogenous treatment > Control function estimator > Fractional outcomes

Statistics > Treatment effects > Endogenous treatment > Control function estimator > Nonnegative outcomes

Description

eteffects estimates the average treatment effect (ATE), the average treatment effect on the treated (ATET), and the potential-outcome means (POMs) from observational data when treatment assignment is correlated with the potential outcomes. It allows for continuous, binary, count, fractional, and nonnegative outcomes and requires a binary treatment. To control for the endogeneity of the treatment assignment, the estimator includes residuals from the treatment model in the models for the potential outcomes, known as a control-function approach.

Options

+-------+ ----+ Model +------------------------------------------------------------

noconstant; see [R] estimation options.

stat is one of three statistics: ate, atet, or pomeans. ate is the default.

ate specifies that the average treatment effect be estimated.

atet specifies that the average treatment effect on the treated be estimated.

pomeans specifies that the potential-outcome means for each treatment level be estimated.

+-----------+ ----+ SE/Robust +--------------------------------------------------------

vce(vcetype) specifies the type of standard error reported, which includes types that are robust to some kinds of misspecification (robust), that allow for intragroup correlation (cluster clustvar), and that use bootstrap or jackknife methods (bootstrap, jackknife); see [R] vce_option.

+-----------+ ----+ Reporting +--------------------------------------------------------

level(#); see [R] estimation options.

aequations specifies that the results for the outcome-model or the treatment-model parameters be displayed. By default, the results for these auxiliary parameters are not displayed.

display_options: noci, nopvalues, noomitted, vsquish, noemptycells, baselevels, allbaselevels, nofvlabel, fvwrap(#), fvwrapon(style), cformat(%fmt), pformat(%fmt), sformat(%fmt), and nolstretch; see [R] estimation options.

+--------------+ ----+ Maximization +-----------------------------------------------------

maximize_options: iterate(#), [no]log, and from(init_specs); see [R] maximize. These options are seldom used.

init_specs is one of

matname [, skip copy]

# [, # ...], copy

+----------+ ----+ Advanced +---------------------------------------------------------

pstolerance(#) specifies the tolerance used to check the overlap assumption. The default value is pstolerance(1e-5). eteffects will exit with an error if an observation has an estimated propensity score smaller than that specified by pstolerance().

osample(newvar) specifies that indicator variable newvar be created to identify observations that violate the overlap assumption.

The following option is available with eteffects but is not shown in the dialog box:

coeflegend; see [R] estimation options.

Examples

--------------------------------------------------------------------------- Setup . webuse cattaneo2

Estimate the ATE of smoking status on baby's birthweight . eteffects (bweight i.prenatal1 i.mmarried mage i.fbaby) (mbsmoke i.mmarried mage i.fbaby medu fedu)

Same as above, but estimate the ATET . eteffects (bweight i.prenatal1 i.mmarried mage i.fbaby) (mbsmoke i.mmarried mage i.fbaby medu fedu), atet

Display auxiliary parameters used to compute ATET . eteffects, aeq

--------------------------------------------------------------------------- Setup . webuse nlsy80

Estimate the ATE of living in an urban area on monthly earnings, assuming that earnings, conditional on covariates, follow an exponential mean . eteffects (wage exper iq i.college, exponential nocons) (urban i.college fcollege)

---------------------------------------------------------------------------

Stored results

eteffects stores the following in e():

Scalars e(N) number of observations e(nj) number of observations for treatment level j e(k_eq) number of equations in e(b) e(k_levels) number of levels in treatment variable e(rank) rank of e(V) e(converged) 1 if converged, 0 otherwise

Macros e(cmd) eteffects e(cmdline) command as typed e(depvar) name of outcome variable e(tvar) name of treatment variable e(omodel) fractional, linear, probit, or exponential e(stat) statistic estimated, ate, atet, or pomeans e(wtype) weight type e(wexp) weight expression e(title) title in estimation output e(tlevels) levels of treatment variable e(vce) vcetype specified in vce() e(vcetype) title used to label Std. Err. e(properties) b V e(estat_cmd) program used to implement estat e(predict) program used to implement predict e(marginsnotok) predictions disallowed by margins e(asbalanced) factor variables fvset as asbalanced e(asobserved) factor variables fvset as asobserved

Matrices e(b) coefficient vector e(V) variance-covariance matrix of the estimators

Functions e(sample) marks estimation sample


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