We present a new Stata command, bmte (bias-minimizing treatment effects), that implements two new estimators proposed in Millimet and Tchernis (2013, Journal of Applied Econometrics 28: 982–1017) and designed to estimate the effect of treatment when selection on unobserved variables exists and...

Reweighting is a popular statistical technique to deal with inference in the presence of a nonrandom sample, and various reweighting estimators have been proposed in the literature. This article presents the user-written command treatrew, which implements reweighting on the propensity-score...

Problems with inferring causal relationships from nonexperimental data are briefly reviewed, and four broad classes of methods designed to allow estimation of and inference about causal parameters are described: panel regression, matching or reweighting, instrumental variables, and regression...

I present a program, censlope, for calculating confidence intervals for generalized Theil–Sen median (and other percentile) slopes (and per-unit ratios) of Y with respect to X. The confidence intervals are robust to the possibility that the conditional population distributions of Y, given...

This article presents a Stata program (sensatt) that implements the sensitivity analysis for matching estimators proposed by Ichino, Mealli, and Nannicini (Journal of Applied Econometrics , forthcoming). The analysis simulates a potential confounder to assess the robustness of the estimated...

Somers' D is an asymmetric measure of association between two variables, which plays a central role as a parameter behind rank or nonparametric statistical methods. Given predictor variable X and outcome variable Y, we may estimate D(YX) as a measure of the effect of X on Y, or we may estimate...

In this paper, we give a short overview of some propensity score matching estimators suggested in the evaluation literature, and we provide a set of Stata programs,which we illustrate using the National Supported Work (NSW) demonstration widely known in labor economics. Copyright 2002 by Stata...

This article describes the implementation of a double-robust estimator for pretest-posttest studies (Lunceford and Davidian, 2004, Statistics in Medicine 23: 2937-2960) and presents a new Stata command (dr) that carries out the procedure. A double-robust estimator gives the analyst two...

In this article, we describe the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals, which implement, respectively, the exact Bayesian model-averaging estimator and the weighted-average least-squares...