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Vancouver_application_8-8-2018/submitted JASA data/Bryan Graham Stata software/IPT-GWR_Application_SouthVan_Richmond_6-15-17-dumweighted/iptATE.sthlp
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{smcl} | |
{* *! version 1.0.0 24may2011}{...} | |
{cmd:help iptATE} | |
{hline} | |
{title:Title} | |
{phang} | |
{bf: iptATE} {hline 2} Inverse probability tilting estimate of the average treatment effect (ATE) | |
{title:Syntax} | |
{p 8 17 2} | |
{cmdab:iptATE} | |
[{varlist}] | |
{ifin} | |
{weight} | |
[{cmd:,} | |
{it:options}] | |
{synoptset 20 tabbed}{...} | |
{synopthdr} | |
{synoptline} | |
{syntab:Main} | |
{synopt:{opt cluster(clustvar)}}Compute standard errors which allow for arbitrary patterns of dependence within sampling units defined | |
by {it:clustvar.} NOTE: no finite sample degrees of freedom correction is implemented.{p_end} | |
{synopt:{opt optroutine(optchoice)}}Specifies optimization routine use in the computation of the inverse probability tilts. If {it:optchoice} | |
is set equal to {it:e1} then the Broyden-Fletcher-Goldfarb-Shanno (bfgs) quasi-Newton method with analytic | |
first derivatives is used (this is the default). If {it:optchoice} is set equal to {it:e2} a modified Newton-Raphson | |
procedure based on analytic first and second derivatives is used. This is the method detailed in the Appendix of | |
Graham, Pinto and Egel (forthcoming).{p_end} | |
{synopt:{opt bal:ance}}Produces a table means of {it: controlvars} by treatment status.{p_end} | |
{synoptline} | |
{p2colreset}{...} | |
{p 4 6 2} | |
{cmd:pweight}s are allowed; see {help weight}. | |
{title:Description} | |
{pstd} | |
{cmd:iptATE} calculates the inverse probability tilting (IPT) estimate of the average treatment effect (ATE) as described in Graham, Pinto and Egel | |
(forthcoming). The {it: varlist} should be of the form {it: outcomevar} {it: treatmentvar} {it: controlvars}; {it: outcomevar} equals | |
the variable name of the scalar outcome of interest; {it: treatmentvar} the variable name of the binary treatment indicator, and {it: controlvars} | |
a variable list which defines the t(X) vector as described in Graham, Pinto and Egel (forthcoming). | |
{title:Examples} | |
{phang}{cmd:. iptATE Y D X} | |
{phang}{cmd:. iptATE Y D X, cluster(village)} | |
{title:Reference} | |
{phang} | |
Graham, Bryan S., Cristine Pinto and Daniel Egel. (forthcoming) | |
{browse "https://files.nyu.edu/bsg1/public/": Inverse probability tilting for moment condition models with missing data, } | |
{it:Review of Economic Studies} | |