Exploring marginal treatment effects: Flexible estimation using Stata

被引：42
作者：
Andresen, Martin Eckhoff [1 ]
机构：
[1] Stat Norway, Oslo, Norway
来源：
STATA JOURNAL | 2018年 / 18卷 / 01期
关键词：
st0516; mtefe; margte; heterogeneity; marginal treatment effects; instrumental variables; LOCAL INSTRUMENTAL VARIABLES; MODELS; AVERAGE; RETURNS;
D O I：
10.1177/1536867X1801800108
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE) allow us to go beyond local average treatment effects and estimate the whole distribution of effects. In this article, I survey the theory behind MTE and introduce the package mtefe, which uses several estimation methods to fit MTE models. This package provides important improvements and flexibility over existing packages such as margte (Brave and Waistrum, 2014, Stata Journal 14: 191-217) and calculates various treatment-effect parameters based on the results. I illustrate the use of the package with examples.
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页码：118 / 158
页数：41
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