Home  >>  Archives  >>  Volume 18 Number 1  >>  st0516

The Stata Journal
Volume 18 Number 1: pp. 118-158



Subscribe to the Stata Journal
cover

Exploring marginal treatment effects: Flexible estimation using Stata

Martin Eckhoff Andresen
Statistics Norway
Oslo, Norway
martin.eckhoff.andresen@gmail.com
Abstract.  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 Walstrum, 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.
Buy

View all articles by this author: Martin Eckhoff Andresen

View all articles with these keywords: mtefe, margte, heterogeneity, marginal treatment effects, instrumental variables

Download citation: BibTeX  RIS

Download citation and abstract: BibTeX  RIS