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Community corner: Playing with Stata

If you want to take your Stata skills to the next level, Dr. Fernando Rios-Avila will get you there. Recentered impulse functions, smooth varying coefficients, correlated random effects, creating dynamic documents in Stata, effective data visualization, programming tips in Stata and Mata… He’s got you covered. His numerous contributions earned him the 2023 Editors’ Prize in the Stata Journal. You can learn more about his work on his website, Playing with Stata, including his Stata commands, empirical examples, tutorials, and more.

In this community corner, we highlight Dr. Rios-Avila’s latest contribution: Avg Treatment Effect Heterogeneity in Stata: Basic Commands vs. New CATE Tools. This post demonstrates how to use basic commands like regress and margins to investigate treatment-effect heterogeneity. Specifically, it shows how to use marginal means after a linear regression with full variable interactions to estimate

  • conditional average treatment effects (CATE),
  • conditional average treatment effects on the treated (CATT), and
  • group conditional average treatment effects (GATE).

See the full entry and check out his code on Playing with Stata at Avg Treatment Effect Heterogeneity in Stata: Basic Commands vs. New CATE Tools.

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