Hello,
I am estimating the treatment effect using the teffects package. And as a part of my study, I have to manually replicate the results from teffects (RA, IPW, IPWRA) using OLS and WLS. The estimations of ATE came out fine, I got the similar results as those from teffects. But my problem is related to the standard errors of the potential outcome and ATE. I can't seem to redo this manually even after trying many formulas of SE that I found. I also tried to look for the original paper(s) related to the construction of teffects but I found none (very weird, I don't know why). So my question is how can I estimate the SEs that are similar to those from teffects, manually?
Here is my code:
My ATE variable has the same mean to the ATE estimated by the teffects ra but the SEs were not similar. Also, the bweight0 variable has the same mean as the POmean estimated from teffects; but their SEs are different. I think that this has something to do with the prediction SE from OLS, right? I also try to use the standard SE calculated from variance of bweight1 and bweight0 (as if this is from an RCT), but it doesn't work. And this applies to my IPW and IPWRA estimators as well because I don't know the correct formula for SEs of PO and ATE.
Please help me with this. Thanks in advance!
I am estimating the treatment effect using the teffects package. And as a part of my study, I have to manually replicate the results from teffects (RA, IPW, IPWRA) using OLS and WLS. The estimations of ATE came out fine, I got the similar results as those from teffects. But my problem is related to the standard errors of the potential outcome and ATE. I can't seem to redo this manually even after trying many formulas of SE that I found. I also tried to look for the original paper(s) related to the construction of teffects but I found none (very weird, I don't know why). So my question is how can I estimate the SEs that are similar to those from teffects, manually?
Here is my code:
Code:
use https://www.stata-press.com/data/r17/cattaneo2.dta // Estimating simple ATE via teffects ra teffects ra (bweight mage) (mbsmoke) // Manually reg bweight mage if mbsmoke == 1 predict bweight1 reg bweight mage if mbsmoke == 0 predict bweight0 gen ATE = bweight1 - bweight0 sum ATE
Please help me with this. Thanks in advance!
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