*! version 1.0.0 24may2011
help iptATE

Title

iptATE -- Inverse probability tilting estimate of the average treatment effect (ATE)

Syntax

iptATE
[varlist]
[if] [in]
[weight]
[,
options]

Main
cluster(clustvar) Compute standard errors which allow for arbitrary patterns of dependence within sampling units defined
by clustvar. NOTE: no finite sample degrees of freedom correction is implemented.

optroutine(optchoice) Specifies optimization routine use in the computation of the inverse probability tilts. If optchoice
is set equal to e1 then the Broyden-Fletcher-Goldfarb-Shanno (bfgs) quasi-Newton method with analytic
first derivatives is used (this is the default). If optchoice is set equal to 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).

balance Produces a table means of controlvars by treatment status.

pweights are allowed; see weight.

Description

iptATE calculates the inverse probability tilting (IPT) estimate of the average treatment effect (ATE) as described in Graham, Pinto and Egel
(forthcoming). The varlist should be of the form outcomevar treatmentvar controlvars; outcomevar equals
the variable name of the scalar outcome of interest; treatmentvar the variable name of the binary treatment indicator, and controlvars
a variable list which defines the t(X) vector as described in Graham, Pinto and Egel (forthcoming).

Examples

. iptATE Y D X

. iptATE Y D X, cluster(village)

Reference

Graham, Bryan S., Cristine Pinto and Daniel Egel. (forthcoming)
Inverse probability tilting for moment condition models with missing data,
Review of Economic Studies