Stata 15 help for eteffects postestimation

[TE] eteffects postestimation -- Postestimation tools for eteffects

Postestimation commands

The following postestimation command is of special interest after eteffects:

Command Description ------------------------------------------------------------------------- estat endogenous perform tests of endogeneity -------------------------------------------------------------------------

The following standard postestimation commands are available after eteffects:

Command Description ------------------------------------------------------------------------- estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estimates cataloging estimation results hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses -------------------------------------------------------------------------

Syntax for predict

predict [type] {stub* | newvar | newvarlist} [if] [in] [, statistic tlevel]

predict [type] {stub* | newvarlist} [if] [in] , scores

statistic Description ------------------------------------------------------------------------- Main te treatment effect; the default cmean conditional mean at treatment level ps propensity score xb linear prediction psxb linear prediction for propensity score xbtotal linear prediction, using residuals from treatment model ------------------------------------------------------------------------- Specify one new variable with te; specify one or two new variables with cmean, ps, and xb.

Menu for predict

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as treatment effects, conditional means, propensity scores, and linear predictions.

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

te, the default, calculates the treatment effect.

cmean calculates the conditional mean for the control group. To also obtain the conditional mean for the treatment group, specify two variables. If you want the conditional mean for only the treatment group, specify the tlevel option.

ps calculates the probability of being in the control group. To also obtain the probability of being in the treatment group, specify two variables. If you want the probability of being in the treatment group only, specify the tlevel option.

xb calculates the linear prediction for the control group. To also obtain the linear prediction for the treatment group, specify two variables. If you want the linear prediction for only the treatment group, specify the tlevel option.

psxb calculates the linear prediction for the propensity score.

xbtotal calculates the linear prediction for the control group, including the residuals from the treatment model as regressors. To also obtain the linear prediction for the treatment group, specify two variables. If you want the linear prediction, including the residuals from the treatment model as regressors, only for the treatment group, specify the tlevel option.

tlevel specifies that the statistic be calculated for the treatment group; the default is to calculate the statistic for the control group.

scores calculates the score variables. For eteffects, this is the same as the residuals in the moment conditions used by the generalized method of moments (see [G] gmm). For the average treatment effect, the average treatment effect on the treated, and the potential-outcome means, parameter-level scores are computed. For the auxiliary equations, equation-level scores are computed.

Syntax for estat

estat endogenous

Menu for estat

Statistics > Postestimation

Description for estat

estat endogenous performs a Wald test to determine whether the estimated correlations between the treatment-assignment and potential-outcome models are different from zero. The null hypothesis is that the correlations are jointly zero. Rejection of the null hypothesis suggests endogeneity.

Examples

Setup . webuse cattaneo2 . eteffects (bweight i.prenatal1 i.mmarried mage i.fbaby) (mbsmoke i.mmarried mage i.fbaby medu fedu)

Test for endogeneity . estat endogenous

Compute the estimated treatment probabilities . predict prob1 prob2, ps

Summarize the estimated treatment probabilities . summarize prob1 if mbsmoke==1, detail

Summarize the estimated control probabilities . summarize prob2 if mbsmoke==0, detail


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